+33.5%
LBRT vs VO
+137.1%
-103.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.8% |
| 7D | +8.7% | -0.3% | +9.0% | +9.1% |
| 30D | +6.6% | -0.3% | +6.9% | +7.1% |
| 3M | -34.5% | +2.9% | -37.4% | -37.1% |
| 6M | -24.5% | +9.3% | -33.8% | -34.3% |
| YTD | +12.7% | +14.2% | -1.5% | -7.9% |
| 1Y | +94.8% | +15.3% | +79.6% | +57.9% |
| 3Y | +31.9% | +56.2% | -24.4% | -29.1% |
| 5Y | +111.8% | +42.4% | +69.4% | +30.3% |
| All | +33.5% | +137.1% | -103.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VO 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling