+275.8%
CMI vs LBRT
+43.0%
+232.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.7% |
| 7D | +0.7% | +10.2% | -9.5% | -1.0% |
| 30D | -12.3% | +4.9% | -17.2% | -13.1% |
| 3M | -16.8% | -21.2% | +4.4% | -14.2% |
| 6M | +1.5% | -19.9% | +21.5% | +3.7% |
| YTD | +9.8% | +20.8% | -11.0% | +4.0% |
| 1Y | +42.6% | +123.5% | -81.0% | +19.9% |
| 3Y | +151.0% | +30.9% | +120.1% | +124.6% |
| 5Y | +167.0% | +136.3% | +30.7% | +107.6% |
| All | +275.8% | +43.0% | +232.8% | +162.0% |
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 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