+86.8%
CHRW vs LBRT
+115.1%
-28.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -1.4% | +8.7% | -10.1% | -2.5% |
| 30D | -3.5% | +6.6% | -10.1% | -4.5% |
| 3M | -19.4% | -34.5% | +15.1% | -15.3% |
| 6M | -21.4% | -24.5% | +3.1% | -19.5% |
| YTD | -7.1% | +12.7% | -19.9% | -10.7% |
| 1Y | +17.8% | +94.8% | -77.0% | +3.0% |
| 3Y | +78.8% | +31.9% | +46.9% | +59.6% |
| All | +86.8% | +115.1% | -28.3% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling