+59.0%
CI vs LBRT
-16.4%
+75.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -0.9% |
| 7D | -1.3% | -1.9% | +0.6% | -1.3% |
| 30D | +6.4% | -32.0% | +38.4% | +10.0% |
| 3M | +10.7% | -39.7% | +50.4% | +15.7% |
| 6M | +5.5% | -61.1% | +66.6% | +14.8% |
| YTD | +11.4% | -29.4% | +40.8% | +12.5% |
| 1Y | +15.0% | -24.5% | +39.5% | +15.1% |
| 3Y | +9.0% | -28.1% | +37.1% | +5.8% |
| 5Y | +52.0% | +23.9% | +28.1% | +32.5% |
| All | +59.0% | -16.4% | +75.4% | +19.5% |
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 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