+246.9%
CVE vs LBRT
+33.5%
+213.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.0% |
| 7D | +2.5% | +8.7% | -6.2% | -1.2% |
| 30D | +16.7% | +6.6% | +10.1% | +13.1% |
| 3M | +9.3% | -34.5% | +43.7% | +27.8% |
| 6M | +43.6% | -24.5% | +68.1% | +56.1% |
| YTD | +93.6% | +12.7% | +80.9% | +72.8% |
| 1Y | +98.8% | +94.8% | +3.9% | +31.4% |
| 3Y | +73.6% | +31.9% | +41.7% | +29.0% |
| 5Y | +312.5% | +111.8% | +200.6% | +135.2% |
| All | +246.9% | +33.5% | +213.4% | +86.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling