+224.3%
CTVA vs LBRT
+61.4%
+162.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.2% | -2.9% |
| 7D | -2.1% | +6.9% | -9.0% | -3.2% |
| 30D | +12.0% | +7.8% | +4.2% | +10.3% |
| 3M | +13.5% | -25.3% | +38.7% | +17.8% |
| 6M | +12.1% | -19.6% | +31.7% | +14.2% |
| YTD | +29.0% | +17.2% | +11.9% | +22.0% |
| 1Y | +18.9% | +114.1% | -95.2% | -1.5% |
| 3Y | +78.9% | +27.0% | +51.9% | +57.7% |
| 5Y | +105.2% | +128.3% | -23.1% | +54.4% |
| All | +224.3% | +61.4% | +162.8% | +125.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling