+162.6%
CVX vs LBRT
+115.1%
+47.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | +3.3% | +8.7% | -5.4% | +1.3% |
| 30D | +12.9% | +6.6% | +6.3% | +10.9% |
| 3M | +11.7% | -34.5% | +46.2% | +21.9% |
| 6M | +14.1% | -24.5% | +38.6% | +19.3% |
| YTD | +40.7% | +12.7% | +28.0% | +31.0% |
| 1Y | +37.5% | +94.8% | -57.3% | +6.8% |
| 3Y | +43.9% | +31.9% | +12.1% | +18.0% |
| All | +162.6% | +115.1% | +47.5% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling