+62.1%
VWO vs LBRT
+43.0%
+19.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | +0.2% | +10.2% | -10.0% | -0.9% |
| 30D | +0.9% | +4.9% | -4.0% | +0.3% |
| 3M | +4.3% | -21.2% | +25.5% | +6.2% |
| 6M | +10.5% | -19.9% | +30.5% | +11.9% |
| YTD | +13.4% | +20.8% | -7.4% | +9.5% |
| 1Y | +18.6% | +123.5% | -105.0% | +6.1% |
| 3Y | +65.8% | +30.9% | +34.9% | +53.5% |
| 5Y | +35.2% | +136.3% | -101.1% | +13.5% |
| All | +62.1% | +43.0% | +19.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling