+447.6%
VLO vs LBRT
+33.5%
+414.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +5.2% | +8.7% | -3.5% | +2.3% |
| 30D | +22.6% | +6.6% | +16.0% | +19.7% |
| 3M | +43.8% | -34.5% | +78.2% | +62.0% |
| 6M | +65.7% | -24.5% | +90.2% | +77.0% |
| YTD | +131.1% | +12.7% | +118.4% | +112.2% |
| 1Y | +143.6% | +94.8% | +48.8% | +79.2% |
| 3Y | +201.4% | +31.9% | +169.5% | +140.2% |
| 5Y | +568.9% | +111.8% | +457.1% | +330.7% |
| All | +447.6% | +33.5% | +414.1% | +203.3% |
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