+26.8%
CTVA vs LBRT
-31.1%
+57.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.5% | -1.1% |
| 7D | +2.2% | -29.1% | +31.4% | +2.0% |
| 30D | -17.6% | -38.4% | +20.7% | -17.5% |
| 3M | +3.4% | -40.1% | +43.5% | +3.6% |
| 6M | -2.6% | -62.9% | +60.3% | +0.7% |
| YTD | +19.1% | -34.5% | +53.6% | +19.5% |
| 1Y | +26.8% | -30.2% | +57.0% | +28.0% |
| All | +26.8% | -31.1% | +57.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling