-33.6%
CMI vs LBRT
-61.3%
+27.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.7% |
| 30D | -12.2% | -32.0% | +19.8% | -7.6% |
| 3M | -26.5% | -39.7% | +13.1% | -21.5% |
| 6M | -33.6% | -61.1% | +27.5% | -21.3% |
| All | -33.6% | -61.3% | +27.7% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling