+10.9%
CMG vs LBRT
-25.0%
+35.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -11.2% | +17.0% | +4.6% |
| 7D | +22.5% | -25.3% | +47.8% | +19.2% |
| 30D | +14.1% | -32.9% | +47.0% | +10.0% |
| 3M | +4.1% | -33.3% | +37.4% | +0.5% |
| 6M | +10.1% | -61.0% | +71.0% | +1.6% |
| YTD | -4.9% | -28.0% | +23.1% | -9.2% |
| 1Y | +10.9% | -21.5% | +32.4% | +6.2% |
| All | +10.9% | -25.0% | +35.9% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling