+6.5%
LBRT vs VIG
+59.0%
-52.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.9% |
| 7D | -29.1% | -1.8% | -27.4% | -27.4% |
| 30D | -38.4% | +2.7% | -41.1% | -40.7% |
| 3M | -40.1% | 0.0% | -40.0% | -40.2% |
| 6M | -62.9% | +6.8% | -69.6% | -66.2% |
| YTD | -34.5% | +12.1% | -46.6% | -44.5% |
| 1Y | -30.2% | +14.8% | -45.0% | -42.7% |
| 3Y | -37.5% | +62.4% | -99.9% | -65.7% |
| All | +6.5% | +59.0% | -52.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling