+42.2%
VZ vs LBRT
-22.5%
+64.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -1.1% |
| 7D | +2.1% | -29.1% | +31.3% | +3.3% |
| 30D | +1.4% | -38.4% | +39.8% | +3.0% |
| 3M | -1.3% | -40.1% | +38.8% | +0.3% |
| 6M | -0.5% | -62.9% | +62.4% | +2.8% |
| YTD | +19.6% | -34.5% | +54.2% | +20.3% |
| 1Y | +22.4% | -30.2% | +52.6% | +22.6% |
| 3Y | +55.9% | -37.5% | +93.3% | +54.9% |
| 5Y | +20.4% | +7.6% | +12.8% | +15.3% |
| All | +42.2% | -22.5% | +64.6% | +25.2% |
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