+123.5%
LBRT vs VSXY
+198.1%
-74.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.4% |
| 7D | +10.2% | -10.7% | +20.9% | +11.3% |
| 30D | +4.9% | -24.3% | +29.1% | +7.9% |
| 3M | -21.2% | +1.0% | -22.2% | -21.3% |
| 6M | -19.9% | +57.4% | -77.3% | -24.3% |
| YTD | +20.8% | +39.8% | -19.0% | +16.1% |
| 1Y | +123.5% | +196.5% | -72.9% | +88.9% |
| All | +123.5% | +198.1% | -74.6% | +88.9% |
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