+43.0%
LBRT vs VSAT
-2.6%
+45.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.9% | +10.0% | +4.9% |
| 7D | +10.2% | +3.5% | +6.7% | +9.0% |
| 30D | +4.9% | -14.7% | +19.6% | +9.1% |
| 3M | -21.2% | +13.2% | -34.4% | -26.0% |
| 6M | -19.9% | +57.4% | -77.3% | -33.4% |
| YTD | +20.8% | +110.0% | -89.2% | -9.2% |
| 1Y | +123.5% | +134.4% | -10.9% | +59.9% |
| 3Y | +30.9% | +203.5% | -172.6% | -31.0% |
| 5Y | +136.3% | +47.1% | +89.2% | +44.2% |
| All | +43.0% | -2.6% | +45.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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