+639.5%
CEG vs LBRT
+74.2%
+565.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.8% | +4.6% |
| 7D | +8.0% | +8.3% | -0.2% | +6.0% |
| 30D | +12.9% | +6.1% | +6.8% | +11.1% |
| 3M | +13.2% | -34.8% | +47.9% | +23.8% |
| 6M | -7.0% | -24.8% | +17.8% | -2.7% |
| YTD | -15.0% | +12.2% | -27.2% | -20.3% |
| 1Y | -2.7% | +94.0% | -96.7% | -22.1% |
| 3Y | +184.1% | +31.3% | +152.8% | +147.9% |
| All | +639.5% | +74.2% | +565.3% | +541.8% |
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