+131.2%
CTVA vs LBRT
-2.5%
+133.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.2% | -24.5% | -24.3% |
| 7D | -23.7% | +13.8% | -37.5% | -25.4% |
| 30D | -31.2% | -32.4% | +1.2% | -27.3% |
| 3M | -18.7% | -39.9% | +21.2% | -12.7% |
| 6M | -25.5% | -60.8% | +35.3% | -14.8% |
| YTD | -8.0% | -29.3% | +21.3% | -6.4% |
| 1Y | -7.0% | -18.9% | +11.9% | -8.0% |
| 3Y | +45.2% | -28.0% | +73.2% | +39.8% |
| 5Y | +32.3% | +26.6% | +5.7% | +9.6% |
| All | +131.2% | -2.5% | +133.8% | +73.2% |
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 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