+33.5%
LBRT vs VIG
+171.5%
-138.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +2.2% |
| 7D | +8.7% | -0.4% | +9.2% | +9.4% |
| 30D | +6.6% | -1.0% | +7.6% | +8.0% |
| 3M | -34.5% | +2.8% | -37.2% | -37.1% |
| 6M | -24.5% | +8.2% | -32.7% | -33.5% |
| YTD | +12.7% | +11.0% | +1.7% | -4.2% |
| 1Y | +94.8% | +16.1% | +78.7% | +55.7% |
| 3Y | +31.9% | +56.2% | -24.3% | -29.5% |
| 5Y | +111.8% | +63.0% | +48.8% | +6.7% |
| All | +33.5% | +171.5% | -138.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling