-37.5%
LBRT vs VLTO
+69.5%
-106.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -29.1% | +5.4% | -34.5% | -29.9% |
| 30D | -38.4% | +22.3% | -60.7% | -41.5% |
| 3M | -40.1% | +19.6% | -59.7% | -42.8% |
| 6M | -62.9% | +35.2% | -98.0% | -66.5% |
| YTD | -34.5% | +17.9% | -52.4% | -36.8% |
| 1Y | -30.2% | +19.5% | -49.7% | -33.2% |
| 3Y | -37.5% | +73.9% | -111.4% | -47.6% |
| All | -37.5% | +69.5% | -106.9% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling