+36.6%
VALE vs LBRT
+115.1%
-78.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | +1.6% | +8.7% | -7.1% | 0.0% |
| 30D | +5.1% | +6.6% | -1.5% | +3.6% |
| 3M | -0.4% | -34.5% | +34.1% | +6.5% |
| 6M | -2.2% | -24.5% | +22.3% | +0.7% |
| YTD | +20.5% | +12.7% | +7.8% | +13.4% |
| 1Y | +61.2% | +94.8% | -33.7% | +32.1% |
| 3Y | +43.1% | +31.9% | +11.3% | +19.8% |
| All | +36.6% | +115.1% | -78.5% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling