-16.2%
LBRT vs VIG
+180.7%
-196.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +4.6% |
| 7D | -11.9% | +0.4% | -12.3% | -12.3% |
| 30D | -31.9% | +4.3% | -36.2% | -36.0% |
| 3M | -34.9% | +2.0% | -36.9% | -36.9% |
| 6M | -60.7% | +10.2% | -70.9% | -66.0% |
| YTD | -29.2% | +14.8% | -44.0% | -42.7% |
| 1Y | -23.6% | +17.5% | -41.1% | -40.2% |
| 3Y | -26.8% | +67.4% | -94.2% | -64.6% |
| 5Y | +16.3% | +63.4% | -47.0% | -41.6% |
| All | -16.2% | +180.7% | -196.9% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling