-40.0%
CAG vs LBRT
-19.0%
-20.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.6% |
| 7D | +6.6% | -15.7% | +22.3% | +6.9% |
| 30D | +13.9% | -34.3% | +48.2% | +14.8% |
| 3M | +4.0% | -40.6% | +44.7% | +5.1% |
| 6M | +10.0% | -62.0% | +72.0% | +12.5% |
| YTD | -6.1% | -31.6% | +25.5% | -6.3% |
| 1Y | -4.3% | -25.8% | +21.5% | -4.8% |
| 3Y | -34.6% | -30.4% | -4.2% | -35.7% |
| 5Y | -39.4% | +18.7% | -58.1% | -42.5% |
| All | -40.0% | -19.0% | -20.9% | -47.1% |
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