+64.0%
CVX vs LBRT
-38.0%
+102.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.5% | -1.1% |
| 7D | -9.7% | -29.1% | +19.4% | -4.6% |
| 30D | +3.6% | -38.4% | +42.0% | +11.9% |
| 3M | +13.3% | -40.1% | +53.4% | +22.6% |
| 6M | +16.9% | -62.9% | +79.8% | +36.7% |
| YTD | +43.4% | -34.5% | +77.9% | +47.9% |
| 1Y | +44.5% | -30.2% | +74.7% | +46.4% |
| 3Y | +64.0% | -37.5% | +101.4% | +61.2% |
| All | +64.0% | -38.0% | +102.0% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling