+146.2%
CVE vs LBRT
+1.0%
+145.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.7% | +10.9% | +3.0% |
| 7D | -14.1% | -34.8% | +20.7% | +2.2% |
| 30D | -11.6% | -43.6% | +32.0% | +11.2% |
| 3M | 0.0% | -41.2% | +41.3% | +22.6% |
| 6M | -8.4% | -66.1% | +57.7% | +39.3% |
| YTD | +65.9% | -37.9% | +103.8% | +86.2% |
| 1Y | +69.4% | -33.9% | +103.3% | +82.6% |
| 3Y | +55.9% | -40.9% | +96.8% | +60.4% |
| 5Y | +146.2% | +2.1% | +144.0% | +79.3% |
| All | +146.2% | +1.0% | +145.2% | +79.3% |
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