-4.6%
CSGP vs LBRT
-16.4%
+11.8%
-73.0%
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% | -0.4% |
| 7D | -7.1% | -1.9% | -5.2% | -7.1% |
| 30D | +3.6% | -32.0% | +35.7% | +6.0% |
| 3M | -2.7% | -39.7% | +36.9% | +0.2% |
| 6M | -8.0% | -61.1% | +53.0% | -2.2% |
| YTD | -55.0% | -29.4% | -25.6% | -55.1% |
| 1Y | -55.8% | -24.5% | -31.3% | -56.2% |
| 3Y | -62.0% | -28.1% | -33.9% | -63.3% |
| 5Y | -62.9% | +23.9% | -86.8% | -66.7% |
| All | -4.6% | -16.4% | +11.8% | -24.3% |
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