-22.3%
CG vs LBRT
-31.1%
+8.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.0% | -0.7% |
| 7D | -1.2% | -29.1% | +28.0% | -1.1% |
| 30D | +5.0% | -38.4% | +43.4% | +5.5% |
| 3M | -18.2% | -40.1% | +21.9% | -17.9% |
| 6M | -20.7% | -62.9% | +42.2% | -18.3% |
| YTD | -31.4% | -34.5% | +3.1% | -35.5% |
| 1Y | -22.3% | -30.2% | +8.0% | -27.1% |
| All | -22.3% | -31.1% | +8.9% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling