-18.2%
LBRT vs VLTO
+57.1%
-75.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | -1.9% | +1.5% | -3.4% | -2.1% |
| 30D | -32.0% | +20.9% | -53.0% | -34.6% |
| 3M | -39.7% | +21.4% | -61.1% | -42.1% |
| 6M | -61.1% | +37.6% | -98.7% | -64.3% |
| YTD | -29.4% | +19.5% | -48.9% | -31.5% |
| 1Y | -24.5% | +22.0% | -46.5% | -27.4% |
| 3Y | -28.1% | +70.7% | -98.8% | -32.0% |
| All | -18.2% | +57.1% | -75.2% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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