-22.5%
LBRT vs VSAT
-14.0%
-8.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.7% | -2.3% | +3.2% |
| 7D | -29.1% | -17.0% | -12.2% | -25.0% |
| 30D | -38.4% | -9.8% | -28.6% | -36.4% |
| 3M | -40.1% | -22.0% | -18.1% | -35.9% |
| 6M | -62.9% | -5.0% | -57.9% | -63.7% |
| YTD | -34.5% | +85.6% | -120.1% | -48.9% |
| 1Y | -30.2% | +80.2% | -110.4% | -45.3% |
| 3Y | -37.5% | +250.0% | -287.5% | -69.0% |
| 5Y | +7.6% | -4.6% | +12.2% | -15.6% |
| All | -22.5% | -14.0% | -8.5% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling