+77.3%
VXUS vs LBRT
-22.5%
+99.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | -0.4% |
| 7D | -1.8% | -29.1% | +27.4% | +1.7% |
| 30D | -4.6% | -38.4% | +33.8% | +0.2% |
| 3M | -6.1% | -40.1% | +34.0% | -1.3% |
| 6M | -4.9% | -62.9% | +58.0% | +4.7% |
| YTD | +8.1% | -34.5% | +42.6% | +10.7% |
| 1Y | +12.1% | -30.2% | +42.3% | +13.8% |
| 3Y | +63.9% | -37.5% | +101.3% | +63.2% |
| 5Y | +43.1% | +7.6% | +35.5% | +30.0% |
| All | +77.3% | -22.5% | +99.7% | +42.0% |
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 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