+231.7%
CTVA vs LBRT
+55.3%
+176.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | +4.9% | +8.7% | -3.8% | +3.4% |
| 30D | +11.9% | +6.6% | +5.3% | +10.4% |
| 3M | +13.7% | -34.5% | +48.1% | +20.7% |
| 6M | +13.1% | -24.5% | +37.6% | +16.5% |
| YTD | +32.0% | +12.7% | +19.2% | +25.6% |
| 1Y | +22.1% | +94.8% | -72.8% | +3.0% |
| 3Y | +77.5% | +31.9% | +45.6% | +55.1% |
| 5Y | +106.3% | +111.8% | -5.5% | +57.3% |
| All | +231.7% | +55.3% | +176.3% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling