+107.5%
CMS vs LBRT
-15.3%
+122.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +1.7% | +9.2% | -7.5% | +1.5% |
| 30D | +6.2% | -27.5% | +33.7% | +7.0% |
| 3M | +0.6% | -37.9% | +38.5% | +1.9% |
| 6M | -1.8% | -60.7% | +58.9% | +0.8% |
| YTD | +3.8% | -28.5% | +32.3% | +4.1% |
| 1Y | -1.8% | -13.2% | +11.4% | -2.3% |
| 3Y | +39.8% | -28.8% | +68.6% | +38.6% |
| 5Y | +37.1% | +28.0% | +9.2% | +31.7% |
| All | +107.5% | -15.3% | +122.8% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling