-41.3%
CAG vs LBRT
+116.2%
-157.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.4% | -1.4% |
| 7D | -5.3% | +6.9% | -12.2% | -5.3% |
| 30D | +1.0% | +7.8% | -6.8% | +0.9% |
| 3M | +17.4% | -25.3% | +42.6% | +17.8% |
| 6M | -16.8% | -19.6% | +2.8% | -16.8% |
| YTD | -6.8% | +17.2% | -23.9% | -7.8% |
| 1Y | -15.4% | +114.1% | -129.5% | -18.2% |
| 3Y | -37.1% | +27.0% | -64.1% | -39.1% |
| 5Y | -41.3% | +128.3% | -169.6% | -45.8% |
| All | -41.3% | +116.2% | -157.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling