+38.7%
LBRT vs VIG
+169.4%
-130.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +5.1% |
| 7D | +6.9% | -0.4% | +7.3% | +7.5% |
| 30D | +7.8% | -2.1% | +9.9% | +11.0% |
| 3M | -25.3% | +3.3% | -28.6% | -29.1% |
| 6M | -19.6% | +9.3% | -28.8% | -30.2% |
| YTD | +17.2% | +10.1% | +7.0% | +0.6% |
| 1Y | +114.1% | +14.7% | +99.4% | +74.1% |
| 3Y | +27.0% | +56.9% | -29.9% | -32.5% |
| 5Y | +128.3% | +62.9% | +65.4% | +15.0% |
| All | +38.7% | +169.4% | -130.7% | -62.6% |
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