+461.1%
VLO vs LBRT
-15.3%
+476.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +9.6% | +9.2% | +0.4% | +6.4% |
| 30D | -17.4% | -27.5% | +10.1% | -9.2% |
| 3M | +10.8% | -37.9% | +48.7% | +27.4% |
| 6M | +56.9% | -60.7% | +117.7% | +105.9% |
| YTD | +136.8% | -28.5% | +165.3% | +149.0% |
| 1Y | +120.7% | -13.2% | +133.9% | +116.1% |
| 3Y | +231.9% | -28.8% | +260.7% | +222.5% |
| 5Y | +479.0% | +28.0% | +451.1% | +337.6% |
| All | +461.1% | -15.3% | +476.4% | +255.8% |
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