-59.0%
CHTR vs LBRT
+35.9%
-94.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | -4.1% | +1.8% | -5.9% | -4.3% |
| 30D | -3.0% | -2.5% | -0.5% | -3.0% |
| 3M | +4.8% | -24.9% | +29.7% | +6.5% |
| 6M | -35.0% | -29.5% | -5.6% | -33.9% |
| YTD | -30.2% | +14.7% | -44.9% | -32.1% |
| 1Y | -44.8% | +91.7% | -136.5% | -48.9% |
| 3Y | -66.6% | +24.6% | -91.2% | -68.4% |
| 5Y | -81.5% | +127.7% | -209.2% | -83.5% |
| All | -59.0% | +35.9% | -94.8% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling