+72.2%
CBRE vs LBRT
+26.0%
+46.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -2.0% | +8.7% | -10.7% | -2.7% |
| 30D | -2.2% | +6.6% | -8.8% | -2.9% |
| 3M | +12.9% | -34.5% | +47.4% | +17.4% |
| 6M | +4.3% | -24.5% | +28.8% | +5.9% |
| YTD | -8.0% | +12.7% | -20.8% | -12.1% |
| 1Y | -8.6% | +94.8% | -103.4% | -21.3% |
| All | +72.2% | +26.0% | +46.2% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling