+355.0%
CAH vs LBRT
+33.5%
+321.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +5.4% | +8.3% | -2.9% | +4.5% |
| 30D | +3.3% | +6.1% | -2.8% | +2.6% |
| 3M | +22.8% | -34.8% | +57.5% | +27.2% |
| 6M | +11.3% | -24.8% | +36.1% | +13.2% |
| YTD | +21.1% | +12.2% | +8.9% | +17.7% |
| 1Y | +67.2% | +94.0% | -26.7% | +51.5% |
| 3Y | +195.6% | +31.3% | +164.4% | +171.4% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling