+138.9%
CG vs LBRT
-16.2%
+155.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +8.1% | -1.5% | +5.0% |
| 7D | +3.0% | -11.9% | +15.0% | +5.3% |
| 30D | +10.1% | -31.9% | +42.1% | +17.7% |
| 3M | -10.8% | -34.9% | +24.0% | -4.4% |
| 6M | -15.2% | -60.7% | +45.4% | -0.7% |
| YTD | -26.9% | -29.2% | +2.3% | -25.5% |
| 1Y | -17.0% | -23.6% | +6.6% | -17.0% |
| 3Y | +54.6% | -26.8% | +81.5% | +50.8% |
| 5Y | -16.7% | +16.3% | -33.1% | -28.4% |
| All | +138.9% | -16.2% | +155.1% | +66.3% |
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