+27.6%
VWO vs LBRT
+22.2%
+5.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.0% |
| 7D | +1.7% | -1.9% | +3.6% | +1.7% |
| 30D | -4.2% | -32.0% | +27.8% | -1.2% |
| 3M | -4.6% | -39.7% | +35.0% | -0.8% |
| 6M | -5.0% | -61.1% | +56.1% | +2.3% |
| YTD | +6.8% | -29.4% | +36.1% | +8.0% |
| 1Y | +5.8% | -24.5% | +30.2% | +6.1% |
| 3Y | +58.1% | -28.1% | +86.2% | +54.7% |
| 5Y | +27.6% | +23.9% | +3.7% | +17.0% |
| All | +27.6% | +22.2% | +5.3% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling