+100.2%
CMS vs LBRT
+33.5%
+66.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +0.4% | +8.3% | -7.9% | +0.1% |
| 30D | -3.6% | +6.1% | -9.7% | -3.8% |
| 3M | -1.9% | -34.8% | +32.8% | -0.7% |
| 6M | -11.0% | -24.8% | +13.9% | -10.4% |
| YTD | +0.2% | +12.2% | -12.0% | -0.7% |
| 1Y | -1.3% | +94.0% | -95.3% | -4.5% |
| 3Y | +35.9% | +31.3% | +4.7% | +32.2% |
| 5Y | +23.1% | +111.8% | -88.7% | +16.4% |
| All | +100.2% | +33.5% | +66.7% | +63.5% |
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