-60.7%
LBRT vs VICR
-48.2%
-12.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.9% |
| 7D | +9.2% | +8.3% | +0.9% | +7.3% |
| 30D | -27.5% | -35.2% | +7.6% | -22.8% |
| 3M | -37.9% | -29.8% | -8.1% | -34.5% |
| 6M | -60.7% | -48.6% | -12.1% | -57.5% |
| All | -60.7% | -48.2% | -12.5% | -57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling