+59.0%
CI vs LBRT
-26.4%
+85.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.4% | +0.1% |
| 7D | +1.0% | -34.8% | +35.8% | +5.2% |
| 30D | +9.9% | -43.6% | +53.5% | +15.9% |
| 3M | +12.1% | -41.2% | +53.3% | +17.4% |
| 6M | +10.6% | -66.1% | +76.7% | +22.1% |
| YTD | +11.4% | -37.9% | +49.3% | +14.1% |
| 1Y | +18.8% | -33.9% | +52.7% | +20.5% |
| 3Y | +2.9% | -40.9% | +43.7% | +2.2% |
| 5Y | +54.5% | +2.1% | +52.4% | +37.8% |
| All | +59.0% | -26.4% | +85.4% | +21.1% |
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