+172.4%
CME vs LBRT
-22.5%
+194.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.7% |
| 7D | +0.9% | -29.1% | +30.1% | +2.7% |
| 30D | +13.2% | -38.4% | +51.6% | +16.0% |
| 3M | +16.3% | -40.1% | +56.3% | +19.2% |
| 6M | +7.1% | -62.9% | +70.0% | +12.6% |
| YTD | +15.8% | -34.5% | +50.4% | +17.0% |
| 1Y | +17.1% | -30.2% | +47.3% | +17.6% |
| 3Y | +63.2% | -37.5% | +100.6% | +61.7% |
| 5Y | +70.2% | +7.6% | +62.6% | +56.4% |
| All | +172.4% | -22.5% | +194.9% | +106.1% |
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