+279.8%
CMI vs LBRT
+33.5%
+246.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.5% |
| 7D | -0.7% | +8.7% | -9.5% | -2.2% |
| 30D | -13.4% | +6.6% | -20.0% | -14.5% |
| 3M | -17.0% | -34.5% | +17.5% | -11.7% |
| 6M | -1.6% | -24.5% | +22.8% | +1.5% |
| YTD | +11.0% | +12.7% | -1.7% | +6.4% |
| 1Y | +41.9% | +94.8% | -52.9% | +22.2% |
| 3Y | +151.8% | +31.9% | +119.9% | +125.0% |
| 5Y | +163.6% | +111.8% | +51.8% | +108.7% |
| All | +279.8% | +33.5% | +246.4% | +168.1% |
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