+183.2%
CME vs LBRT
-15.3%
+198.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +3.9% | +9.2% | -5.2% | +3.4% |
| 30D | +11.3% | -27.5% | +38.9% | +13.0% |
| 3M | +19.6% | -37.9% | +57.4% | +22.3% |
| 6M | +8.1% | -60.7% | +68.8% | +13.3% |
| YTD | +20.4% | -28.5% | +48.9% | +21.0% |
| 1Y | +16.5% | -13.2% | +29.7% | +15.5% |
| 3Y | +66.4% | -28.8% | +95.2% | +63.5% |
| 5Y | +74.5% | +28.0% | +46.5% | +58.2% |
| All | +183.2% | -15.3% | +198.5% | +113.2% |
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