-33.4%
CAG vs LBRT
-38.0%
+4.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -1.5% |
| 7D | +5.8% | -29.1% | +35.0% | +4.5% |
| 30D | +16.4% | -38.4% | +54.7% | +14.6% |
| 3M | +3.8% | -40.1% | +43.9% | +2.3% |
| 6M | +10.8% | -62.9% | +73.7% | +8.7% |
| YTD | -5.8% | -34.5% | +28.7% | -8.2% |
| 1Y | -2.4% | -30.2% | +27.8% | -5.0% |
| 3Y | -33.4% | -37.5% | +4.0% | -37.2% |
| All | -33.4% | -38.0% | +4.6% | -37.2% |
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