+58.6%
CVE vs LBRT
-41.2%
+99.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.7% | +10.9% | +1.7% |
| 7D | -14.1% | -34.8% | +20.7% | -1.8% |
| 30D | -11.6% | -43.6% | +32.0% | +5.4% |
| 3M | 0.0% | -41.2% | +41.3% | +17.0% |
| 6M | -8.4% | -66.1% | +57.7% | +26.9% |
| YTD | +65.9% | -37.9% | +103.8% | +81.9% |
| 1Y | +69.4% | -33.9% | +103.3% | +80.1% |
| All | +58.6% | -41.2% | +99.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling