+125.6%
CG vs LBRT
-26.4%
+152.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -13.7% | +7.2% | -3.8% |
| 7D | -1.5% | -34.8% | +33.3% | +6.5% |
| 30D | +2.8% | -43.6% | +46.4% | +14.0% |
| 3M | -19.2% | -41.2% | +22.0% | -11.7% |
| 6M | -21.0% | -66.1% | +45.1% | -4.6% |
| YTD | -31.0% | -37.9% | +6.9% | -27.8% |
| 1Y | -21.1% | -33.9% | +12.8% | -18.7% |
| 3Y | +48.8% | -40.9% | +89.6% | +51.1% |
| 5Y | -21.5% | +2.1% | -23.7% | -30.8% |
| All | +125.6% | -26.4% | +152.1% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling