+55.6%
CHRW vs LBRT
+13.8%
+41.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | -3.4% | -15.7% | +12.3% | -1.6% |
| 30D | -9.4% | -34.3% | +24.9% | -5.3% |
| 3M | -12.6% | -40.6% | +28.0% | -7.8% |
| 6M | -24.2% | -62.0% | +37.8% | -15.6% |
| YTD | -18.9% | -31.6% | +12.8% | -17.8% |
| 1Y | -13.7% | -25.8% | +12.1% | -13.8% |
| 3Y | +72.6% | -30.4% | +103.0% | +66.1% |
| 5Y | +55.6% | +18.7% | +36.9% | +36.3% |
| All | +55.6% | +13.8% | +41.8% | +36.3% |
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