+246.9%
CVE vs LBRT
+33.5%
+213.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | +2.5% | +8.3% | -5.8% | -1.0% |
| 30D | +16.7% | +6.1% | +10.6% | +13.3% |
| 3M | +9.3% | -34.8% | +44.0% | +28.0% |
| 6M | +43.6% | -24.8% | +68.4% | +56.4% |
| YTD | +93.6% | +12.2% | +81.4% | +73.2% |
| 1Y | +98.8% | +94.0% | +4.8% | +31.7% |
| 3Y | +73.6% | +31.3% | +42.3% | +29.3% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling