+106.7%
CMS vs LBRT
-26.4%
+133.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.7% | +13.3% | 0.0% |
| 7D | +1.7% | -34.8% | +36.5% | +2.9% |
| 30D | +8.6% | -43.6% | +52.2% | +10.3% |
| 3M | -0.5% | -41.2% | +40.8% | +0.9% |
| 6M | -4.2% | -66.1% | +61.9% | -1.3% |
| YTD | +3.4% | -37.9% | +41.3% | +4.1% |
| 1Y | +0.4% | -33.9% | +34.3% | +0.8% |
| 3Y | +38.2% | -40.9% | +79.1% | +37.8% |
| 5Y | +35.4% | +2.1% | +33.3% | +31.0% |
| All | +106.7% | -26.4% | +133.1% | +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 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