-57.7%
CSGP vs LBRT
-31.8%
-25.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -11.2% | +15.2% | +4.0% |
| 7D | +18.3% | -25.3% | +43.6% | +18.5% |
| 30D | +17.8% | -32.9% | +50.7% | +18.5% |
| 3M | +9.3% | -33.3% | +42.6% | +9.7% |
| 6M | -7.9% | -61.0% | +53.0% | -4.5% |
| YTD | -51.5% | -28.0% | -23.5% | -53.1% |
| 1Y | -53.3% | -21.5% | -31.8% | -55.4% |
| All | -57.7% | -31.8% | -25.9% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling