-16.2%
LBRT vs VO
+135.8%
-152.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.7% | +5.4% | +4.2% |
| 7D | -11.9% | -0.1% | -11.8% | -11.3% |
| 30D | -31.9% | +0.5% | -32.5% | -32.2% |
| 3M | -34.9% | -1.0% | -33.8% | -33.6% |
| 6M | -60.7% | +6.4% | -67.1% | -63.9% |
| YTD | -29.2% | +13.6% | -42.8% | -41.5% |
| 1Y | -23.6% | +14.5% | -38.1% | -37.4% |
| 3Y | -26.8% | +67.2% | -94.1% | -64.0% |
| 5Y | +16.3% | +36.1% | -19.8% | -23.0% |
| All | -16.2% | +135.8% | -152.0% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling