+204.7%
CTVA vs LBRT
-2.5%
+207.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | +0.4% |
| 7D | +1.6% | -11.9% | +13.5% | +3.3% |
| 30D | -8.5% | -31.9% | +23.4% | -3.4% |
| 3M | +5.3% | -34.9% | +40.1% | +11.6% |
| 6M | -0.1% | -60.7% | +60.6% | +14.2% |
| YTD | +21.2% | -29.2% | +50.4% | +23.4% |
| 1Y | +27.0% | -23.6% | +50.6% | +27.0% |
| 3Y | +87.2% | -26.8% | +114.1% | +79.7% |
| 5Y | +77.9% | +16.3% | +61.6% | +49.8% |
| All | +204.7% | -2.5% | +207.1% | +128.3% |
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