+30.1%
CB vs LBRT
-31.1%
+61.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.3% |
| 7D | +0.2% | -29.1% | +29.4% | -2.6% |
| 30D | +9.1% | -38.4% | +47.4% | +4.8% |
| 3M | +3.4% | -40.1% | +43.5% | -0.6% |
| 6M | +14.1% | -62.9% | +77.0% | +6.7% |
| YTD | +18.0% | -34.5% | +52.5% | +15.0% |
| 1Y | +30.1% | -30.2% | +60.3% | +28.4% |
| All | +30.1% | -31.1% | +61.3% | +28.4% |
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