+29.1%
CAVA vs LBRT
+69.3%
-40.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -6.4% |
| 7D | -8.5% | +10.2% | -18.7% | -9.8% |
| 30D | -8.2% | +4.9% | -13.1% | -9.0% |
| 3M | -25.9% | -21.2% | -4.7% | -23.9% |
| 6M | -30.9% | -19.9% | -11.0% | -30.0% |
| YTD | -3.7% | +20.8% | -24.5% | -11.0% |
| 1Y | -13.4% | +123.5% | -137.0% | -32.5% |
| 3Y | +44.2% | +30.9% | +13.3% | +24.4% |
| All | +29.1% | +69.3% | -40.2% | +2.7% |
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