-62.3%
CHTR vs LBRT
-19.0%
-43.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.4% | +14.0% | +10.8% |
| 7D | +17.8% | -15.7% | +33.5% | +18.9% |
| 30D | +29.7% | -34.3% | +63.9% | +32.9% |
| 3M | -12.5% | -40.6% | +28.1% | -9.9% |
| 6M | -13.4% | -62.0% | +48.6% | -8.2% |
| YTD | -35.8% | -31.6% | -4.2% | -35.5% |
| 1Y | -36.3% | -25.8% | -10.5% | -36.6% |
| 3Y | -67.3% | -30.4% | -36.9% | -67.9% |
| 5Y | -80.9% | +18.7% | -99.5% | -82.2% |
| All | -62.3% | -19.0% | -43.2% | -67.6% |
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 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