+1.7%
VALE vs LBRT
-27.1%
+28.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -3.2% | +9.2% | -12.4% | -4.1% |
| 30D | -15.1% | -27.5% | +12.5% | -12.6% |
| 3M | -18.7% | -37.9% | +19.2% | -15.1% |
| 6M | -31.5% | -60.7% | +29.2% | -25.1% |
| YTD | -11.4% | -28.5% | +17.1% | -11.3% |
| 1Y | -1.9% | -13.2% | +11.4% | -4.3% |
| 3Y | +1.7% | -28.8% | +30.5% | -3.9% |
| All | +1.7% | -27.1% | +28.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling