+37.3%
CMS vs LBRT
+26.0%
+11.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | +0.4% | +8.7% | -8.4% | +0.4% |
| 30D | -3.6% | +6.6% | -10.2% | -3.6% |
| 3M | -1.9% | -34.5% | +32.6% | -1.6% |
| 6M | -11.0% | -24.5% | +13.5% | -10.8% |
| YTD | +0.2% | +12.7% | -12.5% | -0.2% |
| 1Y | -1.3% | +94.8% | -96.2% | -3.0% |
| All | +37.3% | +26.0% | +11.3% | +32.6% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling