+5.6%
CVS vs LBRT
-25.0%
+30.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -11.2% | -1.3% | -11.9% |
| 7D | -11.1% | -25.3% | +14.2% | -10.1% |
| 30D | -7.4% | -32.9% | +25.4% | -6.1% |
| 3M | -22.9% | -33.3% | +10.4% | -21.8% |
| 6M | -1.2% | -61.0% | +59.8% | +1.5% |
| YTD | +3.9% | -28.0% | +31.9% | +4.0% |
| 1Y | +5.6% | -21.5% | +27.1% | +7.4% |
| All | +5.6% | -25.0% | +30.6% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling