+173.0%
CB vs LBRT
+33.5%
+139.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +0.5% | +8.3% | -7.8% | -0.3% |
| 30D | -3.1% | +6.1% | -9.2% | -3.8% |
| 3M | +9.0% | -34.8% | +43.7% | +12.9% |
| 6M | +2.9% | -24.8% | +27.7% | +4.6% |
| YTD | +10.1% | +12.2% | -2.1% | +6.5% |
| 1Y | +22.8% | +94.0% | -71.2% | +10.2% |
| 3Y | +73.8% | +31.3% | +42.5% | +58.2% |
| 5Y | +99.2% | +111.8% | -12.7% | +63.4% |
| All | +173.0% | +33.5% | +139.5% | +90.1% |
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