+1,716.2%
CVNA vs LBRT
+38.7%
+1,677.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | -0.8% |
| 7D | +3.5% | +6.9% | -3.4% | +1.8% |
| 30D | +5.5% | +7.8% | -2.3% | +3.2% |
| 3M | +7.6% | -25.3% | +32.8% | +13.4% |
| 6M | +17.6% | -19.6% | +37.2% | +19.4% |
| YTD | -11.5% | +17.2% | -28.6% | -18.9% |
| 1Y | +0.4% | +114.1% | -113.7% | -23.4% |
| 3Y | +695.6% | +27.0% | +668.6% | +578.8% |
| 5Y | +13.6% | +128.3% | -114.7% | -19.7% |
| All | +1,716.2% | +38.7% | +1,677.5% | +931.5% |
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