+216.0%
CMI vs LBRT
-16.2%
+232.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +2.2% |
| 7D | -6.8% | -11.9% | +5.1% | -4.9% |
| 30D | -10.9% | -31.9% | +21.1% | -5.3% |
| 3M | -27.3% | -34.9% | +7.5% | -22.3% |
| 6M | -30.9% | -60.7% | +29.8% | -20.2% |
| YTD | -7.7% | -29.2% | +21.5% | -4.7% |
| 1Y | 0.0% | -23.6% | +23.6% | +1.7% |
| 3Y | +130.1% | -26.8% | +156.9% | +126.6% |
| 5Y | +121.5% | +16.3% | +105.1% | +94.0% |
| All | +216.0% | -16.2% | +232.2% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling