+94.0%
LBRT vs VICR
+272.1%
-178.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.4% | +0.6% |
| 7D | +8.3% | +0.4% | +7.8% | +8.2% |
| 30D | +6.1% | -13.9% | +20.1% | +7.5% |
| 3M | -34.8% | -38.4% | +3.6% | -32.4% |
| 6M | -24.8% | -7.2% | -17.6% | -24.2% |
| YTD | +12.2% | +72.0% | -59.8% | +11.9% |
| 1Y | +94.0% | +263.3% | -169.3% | +112.0% |
| All | +94.0% | +272.1% | -178.1% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling