+437.2%
VLO vs LBRT
-16.4%
+453.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.6% |
| 7D | -0.4% | -1.9% | +1.5% | -0.2% |
| 30D | -16.6% | -32.0% | +15.5% | -6.4% |
| 3M | +12.3% | -39.7% | +52.0% | +30.4% |
| 6M | +47.8% | -61.1% | +108.9% | +94.6% |
| YTD | +126.7% | -29.4% | +156.1% | +139.4% |
| 1Y | +105.4% | -24.5% | +129.8% | +110.7% |
| 3Y | +222.0% | -28.1% | +250.1% | +211.6% |
| 5Y | +449.8% | +23.9% | +426.0% | +320.1% |
| All | +437.2% | -16.4% | +453.6% | +242.1% |
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