+42.5%
CI vs LBRT
+114.2%
-71.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +1.3% | +8.3% | -6.9% | +0.7% |
| 30D | +4.4% | +6.1% | -1.7% | +3.9% |
| 3M | +0.7% | -34.8% | +35.4% | +3.3% |
| 6M | +0.3% | -24.8% | +25.2% | +1.7% |
| YTD | +3.8% | +12.2% | -8.4% | +1.6% |
| 1Y | -5.5% | +94.0% | -99.5% | -12.3% |
| 3Y | +8.1% | +31.3% | -23.2% | +0.9% |
| All | +42.5% | +114.2% | -71.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling