-28.5%
CEG vs LBRT
-31.1%
+2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +3.1% |
| 7D | -4.7% | -29.1% | +24.4% | +2.4% |
| 30D | -16.6% | -38.4% | +21.8% | -7.8% |
| 3M | -4.1% | -40.1% | +35.9% | +6.5% |
| 6M | -22.3% | -62.9% | +40.6% | -4.9% |
| YTD | -28.9% | -34.5% | +5.6% | -30.8% |
| 1Y | -28.5% | -30.2% | +1.8% | -31.5% |
| All | -28.5% | -31.1% | +2.7% | -31.5% |
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