-19.0%
LBRT vs VIG
+181.5%
-200.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.8% |
| 7D | -15.7% | +1.0% | -16.6% | -16.7% |
| 30D | -34.3% | +4.5% | -38.8% | -38.5% |
| 3M | -40.6% | +2.1% | -42.7% | -42.5% |
| 6M | -62.0% | +10.5% | -72.5% | -67.2% |
| YTD | -31.6% | +15.1% | -46.7% | -44.9% |
| 1Y | -25.8% | +16.9% | -42.7% | -41.4% |
| 3Y | -30.4% | +65.6% | -95.9% | -65.7% |
| 5Y | +18.7% | +64.4% | -45.7% | -41.0% |
| All | -19.0% | +181.5% | -200.5% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling