+54.9%
CI vs LBRT
-22.5%
+77.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -3.2% |
| 7D | -1.6% | -29.1% | +27.6% | +1.6% |
| 30D | +5.4% | -38.4% | +43.8% | +10.2% |
| 3M | +7.3% | -40.1% | +47.3% | +12.1% |
| 6M | +5.3% | -62.9% | +68.2% | +15.2% |
| YTD | +8.5% | -34.5% | +43.0% | +10.5% |
| 1Y | +17.1% | -30.2% | +47.3% | +18.2% |
| 3Y | +1.4% | -37.5% | +38.9% | +0.1% |
| 5Y | +50.5% | +7.6% | +42.9% | +33.5% |
| All | +54.9% | -22.5% | +77.3% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling