+18.7%
LBRT vs VICR
+3.5%
+15.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -15.7% | -9.7% | -6.0% | -14.1% |
| 30D | -34.3% | -39.2% | +5.0% | -29.2% |
| 3M | -40.6% | -22.6% | -18.1% | -38.8% |
| 6M | -62.0% | -37.0% | -25.0% | -60.6% |
| YTD | -31.6% | +47.5% | -79.1% | -39.0% |
| 1Y | -25.8% | +75.0% | -100.8% | -35.5% |
| 3Y | -30.4% | +343.0% | -373.3% | -49.0% |
| 5Y | +18.7% | +3.9% | +14.8% | -12.3% |
| All | +18.7% | +3.5% | +15.2% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling