+205.7%
CVE vs LBRT
-14.8%
+220.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -11.2% | +3.6% | -2.7% |
| 7D | -12.1% | -25.3% | +13.2% | -0.4% |
| 30D | -9.8% | -32.9% | +23.1% | +6.4% |
| 3M | -0.7% | -33.3% | +32.6% | +16.6% |
| 6M | -4.3% | -61.0% | +56.6% | +38.3% |
| YTD | +70.6% | -28.0% | +98.6% | +82.9% |
| 1Y | +73.2% | -21.5% | +94.7% | +76.6% |
| 3Y | +60.3% | -31.5% | +91.8% | +58.5% |
| 5Y | +159.3% | +12.3% | +147.0% | +95.2% |
| All | +205.7% | -14.8% | +220.4% | +97.0% |
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