-11.1%
CHRW vs LBRT
-25.0%
+13.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.2% | +11.5% | +0.4% |
| 7D | +4.9% | -25.3% | +30.2% | +5.5% |
| 30D | -4.8% | -32.9% | +28.1% | -3.8% |
| 3M | -13.1% | -33.3% | +20.2% | -12.5% |
| 6M | -16.3% | -61.0% | +44.6% | -11.7% |
| YTD | -15.8% | -28.0% | +12.2% | -19.4% |
| 1Y | -11.1% | -21.5% | +10.4% | -15.4% |
| All | -11.1% | -25.0% | +13.9% | -15.4% |
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