+195.5%
CVE vs LBRT
-22.5%
+218.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -2.9% |
| 7D | -16.1% | -29.1% | +13.0% | -3.2% |
| 30D | -10.4% | -38.4% | +28.0% | +9.2% |
| 3M | -2.4% | -40.1% | +37.7% | +19.4% |
| 6M | -4.4% | -62.9% | +58.5% | +40.4% |
| YTD | +64.9% | -34.5% | +99.5% | +83.3% |
| 1Y | +66.0% | -30.2% | +96.2% | +77.4% |
| 3Y | +57.7% | -37.5% | +95.1% | +61.3% |
| 5Y | +144.7% | +7.6% | +137.1% | +86.8% |
| All | +195.5% | -22.5% | +218.0% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling