+130.0%
VALE vs LBRT
+38.7%
+91.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.1% |
| 7D | +2.9% | +6.9% | -4.0% | +1.5% |
| 30D | +8.8% | +7.8% | +1.0% | +6.9% |
| 3M | +6.8% | -25.3% | +32.0% | +11.7% |
| 6M | +6.9% | -19.6% | +26.5% | +9.0% |
| YTD | +22.8% | +17.2% | +5.7% | +15.0% |
| 1Y | +61.3% | +114.1% | -52.8% | +30.4% |
| 3Y | +53.3% | +27.0% | +26.3% | +32.1% |
| 5Y | +44.9% | +128.3% | -83.4% | +5.2% |
| All | +130.0% | +38.7% | +91.3% | +53.9% |
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