+61.7%
CVS vs LBRT
+33.5%
+28.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +4.0% | +8.3% | -4.3% | +3.2% |
| 30D | -2.4% | +6.1% | -8.5% | -3.0% |
| 3M | +2.7% | -34.8% | +37.4% | +6.2% |
| 6M | +21.9% | -24.8% | +46.7% | +24.0% |
| YTD | +24.7% | +12.2% | +12.5% | +21.7% |
| 1Y | +35.4% | +94.0% | -58.5% | +24.2% |
| 3Y | +65.2% | +31.3% | +33.9% | +54.1% |
| 5Y | +30.5% | +111.8% | -81.3% | +13.1% |
| All | +61.7% | +33.5% | +28.2% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling