-61.0%
CHTR vs LBRT
-15.3%
-45.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.2% |
| 7D | +17.2% | +9.2% | +8.0% | +16.5% |
| 30D | +31.6% | -27.5% | +59.1% | +34.0% |
| 3M | -11.6% | -37.9% | +26.3% | -9.2% |
| 6M | -3.3% | -60.7% | +57.4% | +2.4% |
| YTD | -33.7% | -28.5% | -5.2% | -33.6% |
| 1Y | -32.4% | -13.2% | -19.2% | -33.5% |
| 3Y | -65.9% | -28.8% | -37.2% | -66.7% |
| 5Y | -79.9% | +28.0% | -107.9% | -81.4% |
| All | -61.0% | -15.3% | -45.7% | -66.6% |
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