+191.3%
CB vs LBRT
-16.2%
+207.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -1.2% |
| 7D | -1.5% | -11.9% | +10.4% | -0.5% |
| 30D | +6.5% | -31.9% | +38.5% | +10.0% |
| 3M | +4.1% | -34.9% | +38.9% | +7.7% |
| 6M | +14.4% | -60.7% | +75.1% | +23.8% |
| YTD | +17.5% | -29.2% | +46.7% | +18.2% |
| 1Y | +27.5% | -23.6% | +51.2% | +26.8% |
| 3Y | +71.6% | -26.8% | +98.4% | +65.5% |
| 5Y | +100.6% | +16.3% | +84.3% | +75.4% |
| All | +191.3% | -16.2% | +207.5% | +111.0% |
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 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