+492.8%
CEG vs LBRT
-3.6%
+496.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.7% | +11.2% | +0.9% |
| 7D | -9.4% | -34.8% | +25.4% | +0.2% |
| 30D | -20.2% | -43.6% | +23.4% | -8.7% |
| 3M | -9.5% | -41.2% | +31.8% | +2.3% |
| 6M | -25.0% | -66.1% | +41.1% | -4.3% |
| YTD | -31.9% | -37.9% | +6.0% | -26.6% |
| 1Y | -33.7% | -33.9% | +0.2% | -29.7% |
| 3Y | +108.7% | -40.9% | +149.5% | +118.7% |
| All | +492.8% | -3.6% | +496.3% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling