+411.7%
VLO vs LBRT
-22.5%
+434.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -3.1% |
| 7D | -13.3% | -29.1% | +15.8% | -3.4% |
| 30D | -18.3% | -38.4% | +20.1% | -5.3% |
| 3M | +14.3% | -40.1% | +54.4% | +33.1% |
| 6M | +47.6% | -62.9% | +110.5% | +97.4% |
| YTD | +116.0% | -34.5% | +150.5% | +133.9% |
| 1Y | +101.0% | -30.2% | +131.2% | +111.8% |
| 3Y | +199.0% | -37.5% | +236.5% | +203.7% |
| 5Y | +419.0% | +7.6% | +411.4% | +315.7% |
| All | +411.7% | -22.5% | +434.2% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling