+30.6%
LBRT vs VLTO
+27.2%
+3.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +8.7% | -2.3% | +11.0% | +9.3% |
| 30D | +6.6% | -0.9% | +7.5% | +6.7% |
| 3M | -34.5% | +13.8% | -48.3% | -37.7% |
| 6M | -24.5% | +2.0% | -26.5% | -25.2% |
| YTD | +12.7% | -3.2% | +15.9% | +14.2% |
| 1Y | +94.8% | -9.2% | +104.0% | +102.3% |
| All | +30.6% | +27.2% | +3.4% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling