+467.7%
CMG vs LBRT
+38.7%
+429.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.3% |
| 7D | -1.5% | +6.9% | -8.4% | -2.0% |
| 30D | +12.7% | +7.8% | +4.9% | +11.9% |
| 3M | +26.3% | -25.3% | +51.5% | +28.5% |
| 6M | +4.5% | -19.6% | +24.1% | +5.1% |
| YTD | -0.1% | +17.2% | -17.3% | -3.1% |
| 1Y | -6.8% | +114.1% | -120.9% | -15.1% |
| 3Y | -5.0% | +27.0% | -32.0% | -11.1% |
| 5Y | -3.0% | +128.3% | -131.3% | -15.9% |
| All | +467.7% | +38.7% | +429.0% | +318.6% |
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 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