+107.0%
CFG vs LBRT
-16.4%
+123.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | 0.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.6% |
| 30D | +3.1% | -32.0% | +35.2% | +12.6% |
| 3M | -9.7% | -39.7% | +30.0% | +1.3% |
| 6M | +6.7% | -61.1% | +67.8% | +32.1% |
| YTD | +15.2% | -29.4% | +44.6% | +18.3% |
| 1Y | +28.8% | -24.5% | +53.2% | +29.1% |
| 3Y | +190.1% | -28.1% | +218.2% | +176.6% |
| 5Y | +63.4% | +23.9% | +39.5% | +23.1% |
| All | +107.0% | -16.4% | +123.4% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling