+411.9%
CAH vs LBRT
-16.4%
+428.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.0% | -0.1% |
| 7D | +5.9% | -1.9% | +7.8% | +5.9% |
| 30D | +16.5% | -32.0% | +48.6% | +20.3% |
| 3M | +15.7% | -39.7% | +55.4% | +20.6% |
| 6M | +52.7% | -61.1% | +113.8% | +65.2% |
| YTD | +36.3% | -29.4% | +65.7% | +37.5% |
| 1Y | +36.7% | -24.5% | +61.2% | +36.7% |
| 3Y | +178.2% | -28.1% | +206.2% | +170.5% |
| 5Y | +515.8% | +23.9% | +491.9% | +441.8% |
| All | +411.9% | -16.4% | +428.3% | +297.7% |
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