+1,688.3%
CVNA vs LBRT
-22.5%
+1,710.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | +0.8% |
| 7D | +7.7% | -29.1% | +36.9% | +15.9% |
| 30D | +17.2% | -38.4% | +55.6% | +29.9% |
| 3M | +7.7% | -40.1% | +47.7% | +19.4% |
| 6M | -5.5% | -62.9% | +57.4% | +15.4% |
| YTD | -12.8% | -34.5% | +21.7% | -9.6% |
| 1Y | +26.8% | -30.2% | +57.0% | +28.9% |
| 3Y | +1,007.0% | -37.5% | +1,044.4% | +1,003.7% |
| 5Y | +23.5% | +7.6% | +15.9% | +4.1% |
| All | +1,688.3% | -22.5% | +1,710.8% | +1,049.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling