+208.5%
CMI vs LBRT
-16.2%
+224.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +1.5% | +13.8% | -12.3% | -0.8% |
| 30D | -14.0% | -32.4% | +18.4% | -8.4% |
| 3M | -28.3% | -39.9% | +11.6% | -22.3% |
| 6M | -34.9% | -60.8% | +25.9% | -24.8% |
| YTD | -9.9% | -29.3% | +19.4% | -6.9% |
| 1Y | -3.6% | -18.9% | +15.2% | -3.0% |
| 3Y | +120.9% | -28.0% | +148.9% | +118.2% |
| 5Y | +116.1% | +26.6% | +89.5% | +86.7% |
| All | +208.5% | -16.2% | +224.7% | +134.4% |
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