+8.9%
CAG vs LBRT
-61.3%
+70.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -1.8% |
| 7D | -1.8% | -1.9% | +0.1% | -1.8% |
| 30D | +9.7% | -32.0% | +41.7% | +5.1% |
| 3M | +0.5% | -39.7% | +40.2% | -4.4% |
| 6M | +8.9% | -61.1% | +70.0% | -2.7% |
| All | +8.9% | -61.3% | +70.2% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling