+51.9%
VALE vs LBRT
+21.3%
+30.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.4% |
| 7D | +1.6% | +8.7% | -7.1% | +0.7% |
| 30D | +5.1% | +6.6% | -1.5% | +4.2% |
| 3M | -0.4% | -34.5% | +34.1% | +3.8% |
| 6M | -2.2% | -24.5% | +22.3% | -0.5% |
| YTD | +20.5% | +12.7% | +7.8% | +15.7% |
| 1Y | +61.2% | +94.8% | -33.7% | +41.7% |
| All | +51.9% | +21.3% | +30.6% | +35.7% |
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