+154.1%
CMI vs LBRT
+27.1%
+127.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.6% |
| 7D | +1.9% | +6.9% | -5.1% | +0.6% |
| 30D | -12.5% | +7.8% | -20.3% | -13.8% |
| 3M | -16.2% | -25.3% | +9.1% | -12.4% |
| 6M | +4.9% | -19.6% | +24.4% | +7.1% |
| YTD | +11.1% | +17.2% | -6.0% | +4.5% |
| 1Y | +43.4% | +114.1% | -70.7% | +17.2% |
| 3Y | +154.1% | +27.0% | +127.0% | +124.3% |
| All | +154.1% | +27.1% | +127.0% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling