+17.3%
CMG vs LBRT
-25.2%
+42.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +4.7% |
| 7D | +8.6% | -11.9% | +20.5% | +7.3% |
| 30D | +13.1% | -31.9% | +45.1% | +9.2% |
| 3M | +9.0% | -34.9% | +43.9% | +5.0% |
| 6M | +10.0% | -60.7% | +70.7% | +1.4% |
| YTD | -3.4% | -29.2% | +25.8% | -7.5% |
| All | +17.3% | -25.2% | +42.4% | +13.0% |
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