-15.3%
LBRT vs VYM
+145.9%
-161.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +9.2% | +3.7% | +5.5% | +2.6% |
| 30D | -27.5% | +3.7% | -31.2% | -32.0% |
| 3M | -37.9% | -0.7% | -37.2% | -37.0% |
| 6M | -60.7% | +7.2% | -67.9% | -65.2% |
| YTD | -28.5% | +16.9% | -45.4% | -46.2% |
| 1Y | -13.2% | +19.6% | -32.8% | -37.1% |
| 3Y | -28.8% | +74.6% | -103.4% | -72.3% |
| 5Y | +28.0% | +72.3% | -44.4% | -47.4% |
| All | -15.3% | +145.9% | -161.3% | -77.6% |
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