-15.9%
CG vs LBRT
+13.8%
-29.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | +2.0% | -15.7% | +17.6% | +5.4% |
| 30D | +8.5% | -34.3% | +42.8% | +17.8% |
| 3M | -12.1% | -40.6% | +28.5% | -3.0% |
| 6M | -16.4% | -62.0% | +45.6% | +1.3% |
| YTD | -28.0% | -31.6% | +3.7% | -26.9% |
| 1Y | -18.9% | -25.8% | +6.9% | -19.9% |
| 3Y | +51.2% | -30.4% | +81.6% | +44.7% |
| 5Y | -15.9% | +18.7% | -34.5% | -30.3% |
| All | -15.9% | +13.8% | -29.7% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling