+1,753.7%
CVNA vs LBRT
-16.2%
+1,769.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.5% | +1.7% |
| 7D | +5.9% | -11.9% | +17.8% | +8.6% |
| 30D | +19.7% | -31.9% | +51.6% | +29.5% |
| 3M | +7.6% | -34.9% | +42.5% | +17.0% |
| 6M | -2.2% | -60.7% | +58.5% | +18.0% |
| YTD | -9.6% | -29.2% | +19.6% | -8.0% |
| 1Y | +25.4% | -23.6% | +49.1% | +24.8% |
| 3Y | +1,152.6% | -26.8% | +1,179.5% | +1,102.6% |
| 5Y | +28.9% | +16.3% | +12.6% | +6.6% |
| All | +1,753.7% | -16.2% | +1,769.9% | +1,069.6% |
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