+476.5%
CAT vs LBRT
+33.5%
+443.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +1.7% | +8.3% | -6.5% | -0.2% |
| 30D | -6.6% | +6.1% | -12.7% | -8.0% |
| 3M | -13.3% | -34.8% | +21.5% | -5.5% |
| 6M | +11.6% | -24.8% | +36.4% | +16.7% |
| YTD | +42.9% | +12.2% | +30.7% | +35.5% |
| 1Y | +95.4% | +94.0% | +1.5% | +60.4% |
| 3Y | +196.6% | +31.3% | +165.3% | +156.8% |
| 5Y | +321.7% | +111.8% | +209.8% | +212.7% |
| All | +476.5% | +33.5% | +443.0% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling