+36.6%
CTVA vs LBRT
+28.1%
+8.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | -20.8% | +9.2% | -30.0% | -21.8% |
| 30D | -29.6% | -27.5% | -2.1% | -26.9% |
| 3M | -16.9% | -37.9% | +21.0% | -12.0% |
| 6M | -24.3% | -60.7% | +36.4% | -14.5% |
| YTD | -5.6% | -28.5% | +22.9% | -4.9% |
| 1Y | -4.2% | -13.2% | +9.0% | -7.0% |
| 3Y | +43.3% | -28.8% | +72.1% | +37.6% |
| All | +36.6% | +28.1% | +8.6% | +10.1% |
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