+43.0%
LBRT vs VICR
+870.3%
-827.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +4.1% |
| 7D | +10.2% | +1.3% | +8.9% | +9.8% |
| 30D | +4.9% | -11.9% | +16.8% | +7.3% |
| 3M | -21.2% | -35.1% | +13.9% | -15.8% |
| 6M | -19.9% | +8.1% | -28.1% | -26.3% |
| YTD | +20.8% | +67.8% | -47.0% | -0.1% |
| 1Y | +123.5% | +267.3% | -143.8% | +51.4% |
| 3Y | +30.9% | +191.2% | -160.3% | -12.6% |
| 5Y | +136.3% | +48.1% | +88.2% | +67.2% |
| All | +43.0% | +870.3% | -827.3% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling