+67.1%
CFG vs LBRT
+16.1%
+50.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.3% |
| 7D | +0.3% | -11.9% | +12.2% | +2.3% |
| 30D | +3.2% | -31.9% | +35.2% | +10.4% |
| 3M | -9.7% | -34.9% | +25.2% | -3.0% |
| 6M | +3.6% | -60.7% | +64.3% | +22.4% |
| YTD | +14.7% | -29.2% | +43.9% | +15.9% |
| 1Y | +29.6% | -23.6% | +53.2% | +28.0% |
| 3Y | +190.6% | -26.8% | +217.4% | +174.7% |
| 5Y | +67.1% | +16.3% | +50.7% | +31.5% |
| All | +67.1% | +16.1% | +50.9% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling