-15.3%
LBRT vs VICR
+739.3%
-754.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.8% |
| 7D | +9.2% | +8.3% | +0.9% | +7.4% |
| 30D | -27.5% | -35.2% | +7.6% | -20.8% |
| 3M | -37.9% | -29.8% | -8.1% | -34.1% |
| 6M | -60.7% | -48.6% | -12.1% | -56.9% |
| YTD | -28.5% | +45.1% | -73.6% | -39.7% |
| 1Y | -13.2% | +79.6% | -92.8% | -30.3% |
| 3Y | -28.8% | +335.4% | -364.2% | -56.6% |
| 5Y | +28.0% | -1.0% | +29.0% | +0.7% |
| All | -15.3% | +739.3% | -754.7% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling