+32.2%
CB vs LBRT
-25.0%
+57.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -11.2% | +13.3% | +1.0% |
| 7D | +5.3% | -25.3% | +30.6% | +2.6% |
| 30D | +13.2% | -32.9% | +46.1% | +9.5% |
| 3M | +7.8% | -33.3% | +41.1% | +4.4% |
| 6M | +15.8% | -61.0% | +76.8% | +8.8% |
| YTD | +21.0% | -28.0% | +49.0% | +18.8% |
| 1Y | +32.2% | -21.5% | +53.7% | +31.8% |
| All | +32.2% | -25.0% | +57.2% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling