+51.2%
CG vs LBRT
-30.4%
+81.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | +2.0% | -15.7% | +17.6% | +5.3% |
| 30D | +8.5% | -34.3% | +42.8% | +17.7% |
| 3M | -12.1% | -40.6% | +28.5% | -3.0% |
| 6M | -16.4% | -62.0% | +45.6% | +2.0% |
| YTD | -28.0% | -31.6% | +3.7% | -28.4% |
| 1Y | -18.9% | -25.8% | +6.9% | -21.9% |
| 3Y | +51.2% | -30.4% | +81.6% | +44.2% |
| All | +51.2% | -30.4% | +81.6% | +44.2% |
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