+1,713.1%
CVNA vs LBRT
+33.5%
+1,679.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +0.7% | +8.7% | -8.0% | -1.3% |
| 30D | +7.4% | +6.6% | +0.7% | +5.3% |
| 3M | +12.7% | -34.5% | +47.2% | +22.6% |
| 6M | +17.9% | -24.5% | +42.4% | +21.7% |
| YTD | -11.6% | +12.7% | -24.4% | -18.3% |
| 1Y | +0.8% | +94.8% | -94.1% | -21.2% |
| 3Y | +633.4% | +31.9% | +601.6% | +519.4% |
| 5Y | +13.5% | +111.8% | -98.4% | -18.4% |
| All | +1,713.1% | +33.5% | +1,679.6% | +939.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling