+136.3%
LBRT vs VYM
+76.9%
+59.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +4.0% |
| 7D | +10.2% | -1.0% | +11.2% | +12.1% |
| 30D | +4.9% | -2.0% | +6.9% | +8.7% |
| 3M | -21.2% | +3.1% | -24.3% | -25.7% |
| 6M | -19.9% | +8.9% | -28.8% | -32.2% |
| YTD | +20.8% | +14.7% | +6.0% | -7.3% |
| 1Y | +123.5% | +19.4% | +104.1% | +60.3% |
| 3Y | +30.9% | +65.4% | -34.5% | -45.5% |
| 5Y | +136.3% | +77.6% | +58.7% | -14.3% |
| All | +136.3% | +76.9% | +59.3% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling