+100.3%
CFG vs LBRT
-22.5%
+122.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -2.3% |
| 7D | -0.9% | -29.1% | +28.3% | +7.5% |
| 30D | +1.1% | -38.4% | +39.5% | +13.3% |
| 3M | -12.0% | -40.1% | +28.1% | -1.2% |
| 6M | -2.2% | -62.9% | +60.7% | +22.5% |
| YTD | +11.4% | -34.5% | +45.9% | +16.8% |
| 1Y | +27.8% | -30.2% | +58.1% | +30.9% |
| 3Y | +173.3% | -37.5% | +210.8% | +170.9% |
| 5Y | +62.4% | +7.6% | +54.8% | +27.4% |
| All | +100.3% | -22.5% | +122.7% | +16.3% |
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 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