+27.0%
LBRT vs VSXY
+335.0%
-308.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | +0.1% | +3.4% |
| 7D | +6.9% | -6.8% | +13.7% | +7.8% |
| 30D | +7.8% | -20.4% | +28.2% | +10.8% |
| 3M | -25.3% | +2.9% | -28.2% | -25.8% |
| 6M | -19.6% | +67.9% | -87.5% | -26.6% |
| YTD | +17.2% | +44.9% | -27.7% | +8.9% |
| 1Y | +114.1% | +205.9% | -91.8% | +76.2% |
| 3Y | +27.0% | +373.9% | -346.8% | -9.2% |
| All | +27.0% | +335.0% | -308.0% | -9.2% |
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