+199.0%
VLO vs LBRT
-38.0%
+237.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -2.7% |
| 7D | -13.3% | -29.1% | +15.8% | -5.8% |
| 30D | -18.3% | -38.4% | +20.1% | -8.4% |
| 3M | +14.3% | -40.1% | +54.4% | +28.6% |
| 6M | +47.6% | -62.9% | +110.5% | +85.6% |
| YTD | +116.0% | -34.5% | +150.5% | +129.4% |
| 1Y | +101.0% | -30.2% | +131.2% | +108.6% |
| 3Y | +199.0% | -37.5% | +236.5% | +203.2% |
| All | +199.0% | -38.0% | +237.0% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling