+15.0%
LBRT vs VSXY
+99.7%
-84.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.4% |
| 7D | -1.9% | +0.8% | -2.7% | -1.9% |
| 30D | -32.0% | +24.0% | -56.0% | -34.1% |
| 3M | -39.7% | +16.7% | -56.4% | -41.3% |
| 6M | -61.1% | +138.6% | -199.7% | -66.2% |
| YTD | -29.4% | +102.8% | -132.2% | -37.8% |
| 1Y | -24.5% | +214.2% | -238.6% | -38.0% |
| 3Y | -28.1% | +461.4% | -489.5% | -48.9% |
| 5Y | +23.9% | +118.3% | -94.4% | -3.7% |
| All | +15.0% | +99.7% | -84.8% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling