+151.5%
CDE vs LBRT
+43.0%
+108.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +0.9% |
| 7D | -2.0% | +10.2% | -12.1% | -4.2% |
| 30D | +15.7% | +4.9% | +10.8% | +14.1% |
| 3M | +30.5% | -21.2% | +51.7% | +36.1% |
| 6M | -7.4% | -19.9% | +12.6% | -4.9% |
| YTD | +17.9% | +20.8% | -2.9% | +8.7% |
| 1Y | +46.7% | +123.5% | -76.8% | +12.9% |
| 3Y | +851.3% | +30.9% | +820.4% | +704.0% |
| 5Y | +202.9% | +136.3% | +66.6% | +114.6% |
| All | +151.5% | +43.0% | +108.5% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling