+15.2%
LBRT vs VSXY
+90.2%
-75.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +0.8% |
| 7D | +13.8% | -1.6% | +15.4% | +14.1% |
| 30D | -32.4% | +17.8% | -50.2% | -34.0% |
| 3M | -39.9% | +12.5% | -52.4% | -41.2% |
| 6M | -60.8% | +124.7% | -185.6% | -65.7% |
| YTD | -29.3% | +93.2% | -122.4% | -37.3% |
| 1Y | -18.9% | +195.6% | -214.5% | -32.9% |
| 3Y | -28.0% | +434.6% | -462.6% | -48.5% |
| 5Y | +26.6% | +103.3% | -76.7% | -0.9% |
| All | +15.2% | +90.2% | -75.1% | -10.8% |
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