-2.8%
CMS vs LBRT
-27.7%
+25.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.2% |
| 7D | +0.5% | -15.7% | +16.2% | -0.1% |
| 30D | +7.4% | -34.3% | +41.7% | +6.1% |
| 3M | +1.9% | -40.6% | +42.5% | +0.5% |
| 6M | -2.3% | -62.0% | +59.7% | -4.1% |
| YTD | +3.0% | -31.6% | +34.6% | +1.2% |
| 1Y | -2.8% | -25.8% | +23.0% | -4.4% |
| All | -2.8% | -27.7% | +25.0% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling