-35.7%
CAG vs LBRT
+21.3%
-57.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -3.8% | +8.7% | -12.5% | -3.6% |
| 30D | +3.1% | +6.6% | -3.5% | +3.2% |
| 3M | +23.5% | -34.5% | +57.9% | +23.2% |
| 6M | -14.8% | -24.5% | +9.6% | -15.1% |
| YTD | -5.4% | +12.7% | -18.2% | -6.5% |
| 1Y | -11.8% | +94.8% | -106.6% | -14.3% |
| All | -35.7% | +21.3% | -57.0% | -40.9% |
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