-21.5%
LBRT vs VSXY
+210.1%
-231.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +8.4% | -19.6% | -11.7% |
| 7D | -25.3% | +14.2% | -39.5% | -26.1% |
| 30D | -32.9% | +21.9% | -54.7% | -34.0% |
| 3M | -33.3% | +22.1% | -55.5% | -34.6% |
| 6M | -61.0% | +116.7% | -177.6% | -63.2% |
| YTD | -28.0% | +101.1% | -129.1% | -31.4% |
| 1Y | -21.5% | +208.0% | -229.5% | -29.0% |
| All | -21.5% | +210.1% | -231.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling