+33.5%
LBRT vs VYM
+143.6%
-110.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.2% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | +6.6% | -0.5% | +7.1% | +7.6% |
| 3M | -34.5% | +3.0% | -37.5% | -37.8% |
| 6M | -24.5% | +8.2% | -32.7% | -35.0% |
| YTD | +12.7% | +15.8% | -3.1% | -13.9% |
| 1Y | +94.8% | +20.8% | +74.0% | +38.9% |
| 3Y | +31.9% | +65.3% | -33.4% | -43.8% |
| 5Y | +111.8% | +76.6% | +35.2% | -16.4% |
| All | +33.5% | +143.6% | -110.1% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling