+296.6%
CAT vs LBRT
-22.5%
+319.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -0.4% |
| 7D | -10.3% | -29.1% | +18.9% | -3.1% |
| 30D | -31.2% | -38.4% | +7.2% | -23.3% |
| 3M | -34.7% | -40.1% | +5.4% | -26.8% |
| 6M | -39.5% | -62.9% | +23.4% | -25.1% |
| YTD | -1.7% | -34.5% | +32.9% | +5.2% |
| 1Y | -1.1% | -30.2% | +29.1% | +4.0% |
| 3Y | +143.9% | -37.5% | +181.3% | +150.6% |
| 5Y | +194.8% | +7.6% | +187.2% | +156.2% |
| All | +296.6% | -22.5% | +319.0% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling