+165.2%
CG vs LBRT
+33.5%
+131.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.8% |
| 7D | -4.3% | +8.3% | -12.6% | -5.9% |
| 30D | -5.1% | +6.1% | -11.2% | -6.5% |
| 3M | +8.7% | -34.8% | +43.4% | +16.7% |
| 6M | -9.2% | -24.8% | +15.6% | -6.2% |
| YTD | -18.9% | +12.2% | -31.1% | -23.5% |
| 1Y | -25.6% | +94.0% | -119.6% | -38.8% |
| 3Y | +57.3% | +31.3% | +26.0% | +37.8% |
| 5Y | +10.2% | +111.8% | -101.7% | -15.2% |
| All | +165.2% | +33.5% | +131.7% | +70.5% |
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