+406.1%
CAH vs LBRT
-16.2%
+422.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.2% |
| 7D | +7.8% | -11.9% | +19.8% | +8.9% |
| 30D | +15.5% | -31.9% | +47.4% | +19.1% |
| 3M | +16.3% | -34.9% | +51.2% | +20.3% |
| 6M | +50.0% | -60.7% | +110.7% | +62.1% |
| YTD | +34.7% | -29.2% | +63.9% | +35.9% |
| 1Y | +35.9% | -23.6% | +59.6% | +35.7% |
| 3Y | +178.5% | -26.8% | +205.3% | +170.3% |
| 5Y | +515.7% | +16.3% | +499.3% | +445.9% |
| All | +406.1% | -16.2% | +422.3% | +293.2% |
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 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