+63.7%
VWO vs LBRT
+33.5%
+30.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.6% |
| 7D | +1.1% | +8.7% | -7.7% | +0.2% |
| 30D | +2.4% | +6.6% | -4.2% | +1.6% |
| 3M | +2.0% | -34.5% | +36.5% | +5.9% |
| 6M | +10.7% | -24.5% | +35.2% | +12.7% |
| YTD | +14.4% | +12.7% | +1.7% | +11.3% |
| 1Y | +22.7% | +94.8% | -72.1% | +11.5% |
| 3Y | +64.2% | +31.9% | +32.3% | +51.8% |
| 5Y | +35.8% | +111.8% | -76.1% | +15.3% |
| All | +63.7% | +33.5% | +30.2% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling