+62.8%
CHRW vs LBRT
-22.5%
+85.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -2.9% |
| 7D | +0.6% | -29.1% | +29.7% | +3.8% |
| 30D | -7.3% | -38.4% | +31.1% | -3.2% |
| 3M | -14.2% | -40.1% | +25.9% | -10.4% |
| 6M | -25.1% | -62.9% | +37.8% | -18.3% |
| YTD | -21.2% | -34.5% | +13.4% | -19.5% |
| 1Y | -14.2% | -30.2% | +16.0% | -13.1% |
| 3Y | +63.5% | -37.5% | +101.0% | +62.6% |
| 5Y | +49.6% | +7.6% | +42.0% | +38.4% |
| All | +62.8% | -22.5% | +85.3% | +47.0% |
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 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