-38.5%
CAT vs LBRT
-66.4%
+27.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.7% | +7.3% | -2.6% |
| 7D | -14.5% | -34.8% | +20.3% | -4.7% |
| 30D | -35.7% | -43.6% | +7.9% | -25.9% |
| 3M | -36.3% | -41.2% | +4.9% | -27.2% |
| 6M | -38.5% | -66.1% | +27.5% | -19.2% |
| All | -38.5% | -66.4% | +27.8% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling