+418.0%
VLO vs LBRT
-19.0%
+437.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.6% |
| 7D | -9.5% | -15.7% | +6.1% | -4.7% |
| 30D | -19.1% | -34.3% | +15.1% | -8.3% |
| 3M | +11.4% | -40.6% | +52.0% | +30.0% |
| 6M | +46.7% | -62.0% | +108.7% | +94.6% |
| YTD | +118.6% | -31.6% | +150.2% | +133.3% |
| 1Y | +99.9% | -25.8% | +125.7% | +106.2% |
| 3Y | +210.5% | -30.4% | +240.8% | +203.7% |
| 5Y | +432.7% | +18.7% | +414.0% | +312.7% |
| All | +418.0% | -19.0% | +437.1% | +233.4% |
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 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