+593.1%
CEG vs LBRT
+11.0%
+582.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +12.1% | +9.2% | +2.9% | +9.7% |
| 30D | +0.2% | -27.5% | +27.8% | +7.9% |
| 3M | +0.7% | -37.9% | +38.6% | +12.4% |
| 6M | +2.2% | -60.7% | +63.0% | +25.9% |
| YTD | -20.3% | -28.5% | +8.2% | -17.0% |
| 1Y | -16.1% | -13.2% | -2.9% | -16.8% |
| 3Y | +134.7% | -28.8% | +163.5% | +135.6% |
| All | +593.1% | +11.0% | +582.1% | +568.1% |
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