+201.2%
CB vs LBRT
-15.3%
+216.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +2.9% | +9.2% | -6.3% | +2.0% |
| 30D | +7.3% | -27.5% | +34.8% | +10.2% |
| 3M | +9.4% | -37.9% | +47.3% | +13.8% |
| 6M | +19.6% | -60.7% | +80.3% | +29.5% |
| YTD | +21.5% | -28.5% | +50.0% | +22.0% |
| 1Y | +28.0% | -13.2% | +41.2% | +25.5% |
| 3Y | +74.9% | -28.8% | +103.7% | +69.3% |
| 5Y | +108.1% | +28.0% | +80.2% | +79.8% |
| All | +201.2% | -15.3% | +216.5% | +117.9% |
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