+582.9%
CEG vs LBRT
+9.8%
+573.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +8.1% | +2.3% | +8.4% |
| 7D | +7.3% | -11.9% | +19.2% | +10.6% |
| 30D | -7.4% | -31.9% | +24.6% | +1.3% |
| 3M | +2.5% | -34.9% | +37.3% | +13.0% |
| 6M | -8.8% | -60.7% | +51.9% | +12.3% |
| YTD | -21.5% | -29.2% | +7.7% | -18.0% |
| 1Y | -22.5% | -23.6% | +1.1% | -20.8% |
| 3Y | +133.3% | -26.8% | +160.2% | +133.0% |
| All | +582.9% | +9.8% | +573.0% | +560.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling