+122.4%
CFG vs LBRT
+33.5%
+88.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | +1.5% | +8.7% | -7.2% | -0.8% |
| 30D | -3.8% | +6.6% | -10.4% | -5.7% |
| 3M | +11.5% | -34.5% | +46.0% | +22.4% |
| 6M | +19.2% | -24.5% | +43.7% | +24.4% |
| YTD | +23.7% | +12.7% | +11.0% | +14.2% |
| 1Y | +38.8% | +94.8% | -56.0% | +6.7% |
| 3Y | +178.9% | +31.9% | +147.0% | +128.3% |
| 5Y | +101.8% | +111.8% | -10.0% | +32.7% |
| All | +122.4% | +33.5% | +88.9% | +13.8% |
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