+102.1%
CFG vs LBRT
-26.4%
+128.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -13.7% | +10.5% | +0.4% |
| 7D | -2.2% | -34.8% | +32.6% | +8.5% |
| 30D | +0.4% | -43.6% | +44.0% | +15.2% |
| 3M | -12.6% | -41.2% | +28.7% | -1.3% |
| 6M | +0.6% | -66.1% | +66.7% | +29.2% |
| YTD | +12.4% | -37.9% | +50.3% | +19.6% |
| 1Y | +27.7% | -33.9% | +61.6% | +32.7% |
| 3Y | +172.4% | -40.9% | +213.2% | +174.1% |
| 5Y | +64.0% | +2.1% | +61.8% | +30.4% |
| All | +102.1% | -26.4% | +128.5% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling