+18.0%
CI vs LBRT
-25.0%
+43.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -11.2% | +14.6% | +2.9% |
| 7D | +3.5% | -25.3% | +28.9% | +2.5% |
| 30D | +12.6% | -32.9% | +45.5% | +11.5% |
| 3M | +12.1% | -33.3% | +45.4% | +10.9% |
| 6M | +10.6% | -61.0% | +71.5% | +9.8% |
| YTD | +12.8% | -28.0% | +40.9% | +12.5% |
| 1Y | +18.0% | -21.5% | +39.5% | +18.8% |
| All | +18.0% | -25.0% | +43.0% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling