+74.9%
CB vs LBRT
-41.2%
+116.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | -0.8% |
| 7D | +2.6% | -34.8% | +37.4% | +2.1% |
| 30D | +11.2% | -43.6% | +54.8% | +10.6% |
| 3M | +5.7% | -41.2% | +47.0% | +5.2% |
| 6M | +15.9% | -66.1% | +82.0% | +15.9% |
| YTD | +20.2% | -37.9% | +58.0% | +18.2% |
| 1Y | +32.4% | -33.9% | +66.3% | +29.9% |
| All | +74.9% | -41.2% | +116.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling