+3.3%
CAT vs LBRT
-27.7%
+31.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.5% |
| 7D | -6.3% | -15.7% | +9.4% | -2.4% |
| 30D | -26.8% | -34.3% | +7.5% | -19.4% |
| 3M | -30.0% | -40.6% | +10.6% | -21.3% |
| 6M | -34.6% | -62.0% | +27.4% | -20.0% |
| YTD | +2.9% | -31.6% | +34.5% | +3.3% |
| 1Y | +3.3% | -25.8% | +29.1% | +2.6% |
| All | +3.3% | -27.7% | +31.0% | +2.6% |
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