+401.3%
CAH vs LBRT
+116.2%
+285.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.0% |
| 7D | +0.5% | +6.9% | -6.5% | 0.0% |
| 30D | +1.7% | +7.8% | -6.1% | +1.2% |
| 3M | +17.9% | -25.3% | +43.1% | +19.7% |
| 6M | +10.9% | -19.6% | +30.5% | +11.6% |
| YTD | +17.9% | +17.2% | +0.7% | +14.9% |
| 1Y | +61.7% | +114.1% | -52.4% | +48.9% |
| 3Y | +183.7% | +27.0% | +156.7% | +166.6% |
| 5Y | +401.3% | +128.3% | +273.0% | +313.0% |
| All | +401.3% | +116.2% | +285.1% | +313.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling