+79.7%
CTVA vs LBRT
+6.0%
+73.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.5% | -1.9% |
| 7D | +2.2% | -29.1% | +31.4% | +6.7% |
| 30D | -17.6% | -38.4% | +20.7% | -12.4% |
| 3M | +3.4% | -40.1% | +43.5% | +10.0% |
| 6M | -2.6% | -62.9% | +60.3% | +10.8% |
| YTD | +19.1% | -34.5% | +53.6% | +21.6% |
| 1Y | +26.8% | -30.2% | +57.0% | +27.5% |
| 3Y | +63.9% | -37.5% | +101.3% | +61.0% |
| All | +79.7% | +6.0% | +73.7% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling