-2.6%
CSGP vs LBRT
+33.5%
-36.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.5% |
| 7D | -4.1% | +8.3% | -12.3% | -4.7% |
| 30D | +2.3% | +6.1% | -3.8% | +1.7% |
| 3M | -8.2% | -34.8% | +26.6% | -5.4% |
| 6M | -35.1% | -24.8% | -10.2% | -34.2% |
| YTD | -54.0% | +12.2% | -66.3% | -55.3% |
| 1Y | -65.3% | +94.0% | -159.3% | -68.4% |
| 3Y | -62.6% | +31.3% | -93.8% | -65.3% |
| 5Y | -64.8% | +111.8% | -176.6% | -69.5% |
| All | -2.6% | +33.5% | -36.1% | -24.8% |
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