+34.6%
LBRT vs VYM
+140.0%
-105.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.0% |
| 7D | +2.3% | -1.9% | +4.2% | +5.7% |
| 30D | -2.9% | -2.6% | -0.3% | +1.6% |
| 3M | -26.1% | +3.6% | -29.7% | -30.7% |
| 6M | -26.2% | +8.7% | -34.8% | -36.9% |
| YTD | +13.7% | +14.1% | -0.5% | -10.9% |
| 1Y | +93.6% | +17.8% | +75.7% | +44.2% |
| 3Y | +23.2% | +64.5% | -41.3% | -46.9% |
| 5Y | +125.5% | +77.5% | +48.0% | -11.7% |
| All | +34.6% | +140.0% | -105.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling