+598.5%
CEG vs LBRT
+9.8%
+588.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +17.8% | +13.8% | +4.0% | +14.2% |
| 30D | -4.5% | -32.4% | +27.9% | +4.6% |
| 3M | +1.5% | -39.9% | +41.4% | +14.1% |
| 6M | -3.5% | -60.8% | +57.3% | +18.9% |
| YTD | -19.7% | -29.3% | +9.6% | -16.1% |
| 1Y | -19.8% | -18.9% | -0.9% | -19.1% |
| 3Y | +136.4% | -28.0% | +164.4% | +136.9% |
| All | +598.5% | +9.8% | +588.7% | +575.3% |
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