+21.5%
VZ vs LBRT
+1.0%
+20.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | +0.2% |
| 7D | +5.6% | -34.8% | +40.4% | +6.6% |
| 30D | +1.9% | -43.6% | +45.4% | +3.2% |
| 3M | +0.8% | -41.2% | +42.0% | +1.9% |
| 6M | +0.6% | -66.1% | +66.7% | +3.5% |
| YTD | +20.8% | -37.9% | +58.6% | +20.9% |
| 1Y | +23.9% | -33.9% | +57.8% | +23.6% |
| 3Y | +55.7% | -40.9% | +96.5% | +54.0% |
| 5Y | +21.5% | +2.1% | +19.4% | +15.8% |
| All | +21.5% | +1.0% | +20.5% | +15.8% |
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