+73.0%
CF vs LBRT
+25.4%
+47.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.4% |
| 7D | +6.0% | +8.3% | -2.2% | +4.7% |
| 30D | +14.8% | +6.1% | +8.7% | +13.6% |
| 3M | +14.1% | -34.8% | +48.8% | +21.4% |
| 6M | +28.5% | -24.8% | +53.4% | +33.7% |
| YTD | +74.9% | +12.2% | +62.7% | +70.4% |
| 1Y | +61.7% | +94.0% | -32.3% | +41.1% |
| All | +73.0% | +25.4% | +47.6% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling