+105.2%
CMS vs LBRT
-16.4%
+121.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.3% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | +6.6% | -32.0% | +38.6% | +7.6% |
| 3M | +0.8% | -39.7% | +40.5% | +2.2% |
| 6M | -3.3% | -61.1% | +57.8% | -0.8% |
| YTD | +2.7% | -29.4% | +32.1% | +3.0% |
| 1Y | -4.0% | -24.5% | +20.4% | -4.0% |
| 3Y | +37.6% | -28.1% | +65.7% | +36.3% |
| 5Y | +35.4% | +23.9% | +11.6% | +30.2% |
| All | +105.2% | -16.4% | +121.6% | +69.7% |
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