-16.2%
LBRT vs VIG
+183.6%
-199.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +13.8% | +3.1% | +10.7% | +9.1% |
| 30D | -32.4% | +5.0% | -37.4% | -37.1% |
| 3M | -39.9% | +2.7% | -42.6% | -42.3% |
| 6M | -60.8% | +11.0% | -71.8% | -66.4% |
| YTD | -29.3% | +16.0% | -45.2% | -43.6% |
| 1Y | -18.9% | +16.3% | -35.1% | -35.4% |
| 3Y | -28.0% | +66.8% | -94.8% | -65.0% |
| 5Y | +26.6% | +64.8% | -38.2% | -37.2% |
| All | -16.2% | +183.6% | -199.8% | -79.1% |
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