+320.2%
CVE vs LBRT
+114.2%
+206.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | +2.5% | +8.3% | -5.8% | -0.9% |
| 30D | +16.7% | +6.1% | +10.6% | +13.4% |
| 3M | +9.3% | -34.8% | +44.0% | +28.0% |
| 6M | +43.6% | -24.8% | +68.4% | +56.3% |
| YTD | +93.6% | +12.2% | +81.4% | +72.5% |
| 1Y | +98.8% | +94.0% | +4.8% | +29.0% |
| 3Y | +73.6% | +31.3% | +42.3% | +25.7% |
| All | +320.2% | +114.2% | +206.0% | +120.2% |
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 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