+37.4%
CAVA vs LBRT
+64.2%
-26.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -5.0% | -1.6% |
| 7D | -1.5% | +6.9% | -8.5% | -2.5% |
| 30D | -3.7% | +7.8% | -11.5% | -4.8% |
| 3M | -18.3% | -25.3% | +7.0% | -15.4% |
| 6M | -23.5% | -19.6% | -3.9% | -22.7% |
| YTD | +2.5% | +17.2% | -14.7% | -4.8% |
| 1Y | -8.0% | +114.1% | -122.0% | -27.6% |
| 3Y | +53.5% | +27.0% | +26.5% | +33.0% |
| All | +37.4% | +64.2% | -26.8% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling