+57.1%
CG vs LBRT
+25.4%
+31.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.9% |
| 7D | -4.3% | +8.3% | -12.6% | -6.1% |
| 30D | -5.1% | +6.1% | -11.2% | -6.8% |
| 3M | +8.7% | -34.8% | +43.4% | +18.8% |
| 6M | -9.2% | -24.8% | +15.6% | -5.8% |
| YTD | -18.9% | +12.2% | -31.1% | -26.3% |
| 1Y | -25.6% | +94.0% | -119.6% | -45.5% |
| All | +57.1% | +25.4% | +31.7% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling