+131.3%
CVX vs LBRT
-19.0%
+150.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.1% |
| 7D | -6.2% | -15.7% | +9.4% | -2.6% |
| 30D | -0.4% | -34.3% | +33.9% | +9.7% |
| 3M | +9.3% | -40.6% | +49.9% | +22.9% |
| 6M | +18.4% | -62.0% | +80.4% | +46.9% |
| YTD | +42.5% | -31.6% | +74.1% | +48.7% |
| 1Y | +41.0% | -25.8% | +66.8% | +43.3% |
| 3Y | +67.5% | -30.4% | +97.9% | +62.0% |
| 5Y | +126.1% | +18.7% | +107.4% | +80.0% |
| All | +131.3% | -19.0% | +150.4% | +45.8% |
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