-24.0%
CG vs LBRT
-17.1%
-6.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +1.0% |
| 7D | +0.2% | +9.2% | -9.0% | 0.0% |
| 30D | +11.2% | -27.5% | +38.7% | +11.1% |
| 3M | -22.1% | -37.9% | +15.8% | -21.8% |
| 6M | -17.9% | -60.7% | +42.8% | -15.4% |
| YTD | -31.3% | -28.5% | -2.8% | -36.2% |
| 1Y | -24.0% | -13.2% | -10.8% | -34.6% |
| All | -24.0% | -17.1% | -6.8% | -34.6% |
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