-24.5%
LBRT vs VIG
+17.7%
-42.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.6% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -32.0% | +4.9% | -36.9% | -33.7% |
| 3M | -39.7% | +2.9% | -42.6% | -40.5% |
| 6M | -61.1% | +11.2% | -72.3% | -63.5% |
| YTD | -29.4% | +16.0% | -45.4% | -36.1% |
| 1Y | -24.5% | +17.0% | -41.4% | -31.4% |
| All | -24.5% | +17.7% | -42.2% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling