+326.1%
CAT vs LBRT
-15.3%
+341.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +7.4% | +9.2% | -1.8% | +5.3% |
| 30D | -19.7% | -27.5% | +7.9% | -13.7% |
| 3M | -29.6% | -37.9% | +8.3% | -21.8% |
| 6M | -33.2% | -60.7% | +27.5% | -18.5% |
| YTD | +5.7% | -28.5% | +34.2% | +10.7% |
| 1Y | +9.3% | -13.2% | +22.6% | +9.4% |
| 3Y | +158.3% | -28.8% | +187.1% | +157.6% |
| 5Y | +211.6% | +28.0% | +183.6% | +160.4% |
| All | +326.1% | -15.3% | +341.4% | +222.5% |
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