+66.8%
VWO vs LBRT
+27.1%
+39.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.7% |
| 7D | +0.9% | +6.9% | -6.0% | +0.4% |
| 30D | +1.3% | +7.8% | -6.5% | +0.6% |
| 3M | +5.1% | -25.3% | +30.4% | +7.1% |
| 6M | +12.5% | -19.6% | +32.1% | +13.5% |
| YTD | +14.0% | +17.2% | -3.1% | +10.7% |
| 1Y | +19.7% | +114.1% | -94.4% | +8.7% |
| 3Y | +66.8% | +27.0% | +39.8% | +54.7% |
| All | +66.8% | +27.1% | +39.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling