-6.8%
CMG vs LBRT
+106.9%
-113.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | +0.2% |
| 7D | -1.5% | +6.9% | -8.4% | -1.2% |
| 30D | +12.7% | +7.8% | +4.9% | +13.2% |
| 3M | +26.3% | -25.3% | +51.5% | +25.1% |
| 6M | +4.5% | -19.6% | +24.1% | +3.0% |
| YTD | -0.1% | +17.2% | -17.3% | -2.4% |
| 1Y | -6.8% | +114.1% | -120.9% | -11.3% |
| All | -6.8% | +106.9% | -113.7% | -11.3% |
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