+66.4%
CME vs LBRT
-27.1%
+93.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.9% | +9.2% | -5.2% | +4.3% |
| 30D | +11.3% | -27.5% | +38.9% | +10.3% |
| 3M | +19.6% | -37.9% | +57.4% | +17.9% |
| 6M | +8.1% | -60.7% | +68.8% | +5.7% |
| YTD | +20.4% | -28.5% | +48.9% | +19.9% |
| 1Y | +16.5% | -13.2% | +29.7% | +16.8% |
| 3Y | +66.4% | -28.8% | +95.2% | +66.6% |
| All | +66.4% | -27.1% | +93.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling