+72.2%
CHRW vs LBRT
-28.3%
+100.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +2.1% |
| 7D | +0.2% | -11.9% | +12.1% | +1.2% |
| 30D | -9.4% | -31.9% | +22.6% | -6.4% |
| 3M | -13.3% | -34.9% | +21.6% | -10.3% |
| 6M | -24.2% | -60.7% | +36.5% | -17.1% |
| YTD | -18.9% | -29.2% | +10.3% | -18.8% |
| 1Y | -12.4% | -23.6% | +11.3% | -13.3% |
| 3Y | +72.2% | -26.8% | +99.1% | +60.0% |
| All | +72.2% | -28.3% | +100.5% | +60.0% |
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