-22.5%
LBRT vs VO
+129.6%
-152.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.6% |
| 7D | -29.1% | -2.6% | -26.6% | -26.2% |
| 30D | -38.4% | -0.9% | -37.4% | -37.4% |
| 3M | -40.1% | -3.0% | -37.0% | -37.2% |
| 6M | -62.9% | +2.2% | -65.1% | -63.9% |
| YTD | -34.5% | +10.6% | -45.1% | -43.8% |
| 1Y | -30.2% | +12.5% | -42.7% | -41.5% |
| 3Y | -37.5% | +61.4% | -98.9% | -67.6% |
| 5Y | +7.6% | +33.4% | -25.8% | -26.9% |
| All | -22.5% | +129.6% | -152.0% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling