-31.9%
CEG vs LBRT
-25.0%
-6.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.2% | +4.5% | -4.2% |
| 7D | -4.8% | -25.3% | +20.5% | +1.3% |
| 30D | -8.2% | -32.9% | +24.7% | -0.2% |
| 3M | -7.9% | -33.3% | +25.4% | +0.1% |
| 6M | -23.2% | -61.0% | +37.7% | -6.8% |
| YTD | -30.1% | -28.0% | -2.1% | -33.3% |
| 1Y | -31.9% | -21.5% | -10.4% | -36.5% |
| All | -31.9% | -25.0% | -6.9% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling