+278.6%
CF vs LBRT
+33.5%
+245.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +6.0% | +8.7% | -2.7% | +3.7% |
| 30D | +14.8% | +6.6% | +8.2% | +12.7% |
| 3M | +14.1% | -34.5% | +48.5% | +25.1% |
| 6M | +28.5% | -24.5% | +53.0% | +35.7% |
| YTD | +74.9% | +12.7% | +62.2% | +64.7% |
| 1Y | +61.7% | +94.8% | -33.2% | +28.0% |
| 3Y | +80.3% | +31.9% | +48.5% | +49.5% |
| 5Y | +226.0% | +111.8% | +114.1% | +125.6% |
| All | +278.6% | +33.5% | +245.2% | +126.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling