+355.0%
CAH vs LBRT
+33.5%
+321.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +5.4% | +8.7% | -3.3% | +4.5% |
| 30D | +3.3% | +6.6% | -3.3% | +2.6% |
| 3M | +22.8% | -34.5% | +57.3% | +27.2% |
| 6M | +11.3% | -24.5% | +35.8% | +13.1% |
| YTD | +21.1% | +12.7% | +8.4% | +17.6% |
| 1Y | +67.2% | +94.8% | -27.6% | +51.4% |
| 3Y | +195.6% | +31.9% | +163.8% | +171.3% |
| 5Y | +413.8% | +111.8% | +302.0% | +329.3% |
| All | +355.0% | +33.5% | +321.6% | +240.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling