+418.8%
VLO vs LBRT
-26.4%
+445.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.7% | +9.8% | +0.7% |
| 7D | -8.7% | -34.8% | +26.1% | +4.6% |
| 30D | -16.2% | -43.6% | +27.4% | +0.1% |
| 3M | +16.2% | -41.2% | +57.4% | +36.2% |
| 6M | +39.8% | -66.1% | +105.8% | +92.9% |
| YTD | +119.0% | -37.9% | +156.8% | +141.5% |
| 1Y | +110.8% | -33.9% | +144.7% | +126.4% |
| 3Y | +201.7% | -40.9% | +242.5% | +212.4% |
| 5Y | +426.2% | +2.1% | +424.1% | +329.1% |
| All | +418.8% | -26.4% | +445.2% | +245.2% |
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 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