+79.1%
CME vs LBRT
+114.2%
-35.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.6% | +8.3% | -9.8% | -1.6% |
| 30D | +6.2% | +6.1% | +0.1% | +6.2% |
| 3M | +10.4% | -34.8% | +45.2% | +10.9% |
| 6M | -9.5% | -24.8% | +15.3% | -9.4% |
| YTD | +6.0% | +12.2% | -6.2% | +5.7% |
| 1Y | +9.3% | +94.0% | -84.7% | +7.9% |
| 3Y | +57.7% | +31.3% | +26.4% | +54.8% |
| All | +79.1% | +114.2% | -35.1% | +64.6% |
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 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