+8.9%
CAT vs LBRT
-25.0%
+33.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.2% | +6.0% | -2.4% |
| 7D | -17.1% | -25.3% | +8.2% | -11.2% |
| 30D | -30.1% | -32.9% | +2.8% | -23.3% |
| 3M | -32.4% | -33.3% | +0.9% | -25.8% |
| 6M | -32.1% | -61.0% | +28.8% | -17.3% |
| YTD | +4.1% | -28.0% | +32.1% | +3.0% |
| 1Y | +8.9% | -21.5% | +30.4% | +6.1% |
| All | +8.9% | -25.0% | +33.9% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling