+327.1%
CAT vs LBRT
-16.4%
+343.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.1% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | -24.6% | -32.0% | +7.5% | -17.8% |
| 3M | -28.5% | -39.7% | +11.2% | -20.0% |
| 6M | -34.8% | -61.1% | +26.3% | -20.2% |
| YTD | +5.9% | -29.4% | +35.3% | +11.3% |
| 1Y | +6.8% | -24.5% | +31.3% | +10.3% |
| 3Y | +161.1% | -28.1% | +189.2% | +159.8% |
| 5Y | +213.4% | +23.9% | +189.5% | +163.9% |
| All | +327.1% | -16.4% | +343.5% | +224.2% |
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