+210.1%
CAT vs LBRT
+16.1%
+194.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.9% | +5.1% |
| 7D | -2.4% | -11.9% | +9.5% | +0.7% |
| 30D | -25.0% | -31.9% | +6.9% | -17.6% |
| 3M | -28.7% | -34.9% | +6.1% | -21.0% |
| 6M | -33.0% | -60.7% | +27.7% | -16.6% |
| YTD | +5.4% | -29.2% | +34.6% | +10.8% |
| 1Y | +7.3% | -23.6% | +30.9% | +10.2% |
| 3Y | +166.0% | -26.8% | +192.9% | +162.2% |
| 5Y | +210.1% | +16.3% | +193.8% | +157.0% |
| All | +210.1% | +16.1% | +194.0% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling