+60.4%
CF vs LBRT
-41.2%
+101.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.7% | +19.9% | +8.2% |
| 7D | +0.4% | -34.8% | +35.2% | +6.6% |
| 30D | +2.2% | -43.6% | +45.8% | +10.8% |
| 3M | +2.1% | -41.2% | +43.4% | +9.7% |
| 6M | -6.5% | -66.1% | +59.5% | +9.1% |
| YTD | +55.6% | -37.9% | +93.4% | +64.8% |
| 1Y | +42.3% | -33.9% | +76.2% | +48.9% |
| All | +60.4% | -41.2% | +101.5% | +64.2% |
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