+43.3%
CTVA vs LBRT
-27.1%
+70.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | -20.8% | +9.2% | -30.0% | -21.3% |
| 30D | -29.6% | -27.5% | -2.1% | -28.0% |
| 3M | -16.9% | -37.9% | +21.0% | -13.8% |
| 6M | -24.3% | -60.7% | +36.4% | -17.7% |
| YTD | -5.6% | -28.5% | +22.9% | -5.5% |
| 1Y | -4.2% | -13.2% | +9.0% | -6.6% |
| 3Y | +43.3% | -28.8% | +72.1% | +41.3% |
| All | +43.3% | -27.1% | +70.4% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling