-5.6%
CAG vs LBRT
-25.0%
+19.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -11.2% | +17.2% | +4.3% |
| 7D | +9.7% | -25.3% | +35.0% | +5.7% |
| 30D | +15.8% | -32.9% | +48.6% | +10.9% |
| 3M | +1.8% | -33.3% | +35.1% | -2.4% |
| 6M | +11.5% | -61.0% | +72.5% | +1.9% |
| YTD | -6.7% | -28.0% | +21.3% | -11.9% |
| 1Y | -5.6% | -21.5% | +15.9% | -10.0% |
| All | -5.6% | -25.0% | +19.4% | -10.0% |
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