-41.0%
CAG vs LBRT
+43.0%
-84.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.1% |
| 7D | -6.6% | +10.2% | -16.8% | -6.9% |
| 30D | +2.3% | +4.9% | -2.6% | +2.1% |
| 3M | +16.3% | -21.2% | +37.5% | +17.0% |
| 6M | -16.0% | -19.9% | +3.9% | -15.8% |
| YTD | -7.7% | +20.8% | -28.5% | -9.0% |
| 1Y | -16.0% | +123.5% | -139.6% | -19.5% |
| 3Y | -37.7% | +30.9% | -68.6% | -39.7% |
| 5Y | -41.2% | +136.3% | -177.5% | -45.2% |
| All | -41.0% | +43.0% | -84.0% | -48.6% |
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