+197.9%
CB vs LBRT
-26.4%
+224.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | +0.6% |
| 7D | +2.6% | -34.8% | +37.4% | +6.6% |
| 30D | +11.2% | -43.6% | +54.8% | +17.0% |
| 3M | +5.7% | -41.2% | +47.0% | +10.5% |
| 6M | +15.9% | -66.1% | +82.0% | +27.3% |
| YTD | +20.2% | -37.9% | +58.0% | +22.4% |
| 1Y | +32.4% | -33.9% | +66.3% | +33.6% |
| 3Y | +75.5% | -40.9% | +116.4% | +73.3% |
| 5Y | +105.5% | +2.1% | +103.4% | +82.1% |
| All | +197.9% | -26.4% | +224.3% | +118.6% |
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