-28.8%
LBRT vs VSXY
+455.0%
-483.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +9.2% | -1.7% | +10.9% | +9.5% |
| 30D | -27.5% | +20.1% | -47.6% | -29.3% |
| 3M | -37.9% | +16.6% | -54.5% | -39.5% |
| 6M | -60.7% | +134.9% | -195.6% | -65.6% |
| YTD | -28.5% | +96.0% | -124.5% | -36.4% |
| 1Y | -13.2% | +203.8% | -217.0% | -28.4% |
| 3Y | -28.8% | +465.3% | -494.1% | -51.0% |
| All | -28.8% | +455.0% | -483.8% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling