+125.7%
VALE vs LBRT
+33.5%
+92.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +1.6% | +8.3% | -6.7% | 0.0% |
| 30D | +5.1% | +6.1% | -1.0% | +3.6% |
| 3M | -0.4% | -34.8% | +34.4% | +7.0% |
| 6M | -2.2% | -24.8% | +22.6% | +1.1% |
| YTD | +20.5% | +12.2% | +8.3% | +13.8% |
| 1Y | +61.2% | +94.0% | -32.8% | +33.0% |
| 3Y | +43.1% | +31.3% | +11.9% | +22.1% |
| 5Y | +34.0% | +111.8% | -77.9% | -1.2% |
| All | +125.7% | +33.5% | +92.2% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling