+83.5%
LBRT vs VSXY
+37.4%
+46.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +8.7% | -14.0% | +22.7% | +10.8% |
| 30D | +6.6% | -15.9% | +22.5% | +8.8% |
| 3M | -34.5% | +3.4% | -37.9% | -35.0% |
| 6M | -24.5% | +25.9% | -50.4% | -28.5% |
| YTD | +12.7% | +39.5% | -26.8% | +4.9% |
| 1Y | +94.8% | +194.4% | -99.5% | +61.1% |
| 3Y | +31.9% | +281.4% | -249.6% | -1.4% |
| 5Y | +111.8% | +12.8% | +99.1% | +72.6% |
| All | +83.5% | +37.4% | +46.2% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling