+139.6%
LBRT vs VSXY
+19.2%
+120.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.6% |
| 7D | +10.2% | -10.7% | +20.9% | +11.8% |
| 30D | +4.9% | -24.3% | +29.1% | +8.9% |
| 3M | -21.2% | +1.0% | -22.2% | -21.6% |
| 6M | -19.9% | +57.4% | -77.3% | -27.1% |
| YTD | +20.8% | +39.8% | -19.0% | +11.6% |
| 1Y | +123.5% | +196.5% | -72.9% | +81.0% |
| 3Y | +30.9% | +357.2% | -326.3% | -8.8% |
| All | +139.6% | +19.2% | +120.4% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling