+199.9%
CB vs LBRT
-14.8%
+214.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -11.2% | +13.3% | +3.2% |
| 7D | +5.3% | -25.3% | +30.6% | +8.0% |
| 30D | +13.2% | -32.9% | +46.1% | +17.3% |
| 3M | +7.8% | -33.3% | +41.1% | +11.4% |
| 6M | +15.8% | -61.0% | +76.8% | +25.6% |
| YTD | +21.0% | -28.0% | +49.0% | +21.6% |
| 1Y | +32.2% | -21.5% | +53.7% | +31.3% |
| 3Y | +76.7% | -31.5% | +108.2% | +72.2% |
| 5Y | +110.4% | +12.3% | +98.0% | +85.2% |
| All | +199.9% | -14.8% | +214.7% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling