+71.3%
VALE vs LBRT
-22.5%
+93.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | +0.2% |
| 7D | +1.8% | -29.1% | +30.9% | +8.1% |
| 30D | -14.8% | -38.4% | +23.5% | -7.2% |
| 3M | -19.0% | -40.1% | +21.0% | -11.6% |
| 6M | -27.7% | -62.9% | +35.2% | -14.2% |
| YTD | -8.5% | -34.5% | +26.0% | -5.0% |
| 1Y | +2.6% | -30.2% | +32.8% | +4.8% |
| 3Y | +4.0% | -37.5% | +41.5% | +2.6% |
| 5Y | +51.2% | +7.6% | +43.6% | +27.1% |
| All | +71.3% | -22.5% | +93.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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