-57.2%
CHTR vs LBRT
+33.5%
-90.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -1.1% | +8.7% | -9.8% | -1.7% |
| 30D | -0.8% | +6.6% | -7.4% | -1.4% |
| 3M | +17.8% | -34.5% | +52.2% | +21.0% |
| 6M | -34.5% | -24.5% | -10.0% | -33.7% |
| YTD | -27.2% | +12.7% | -39.9% | -29.0% |
| 1Y | -41.4% | +94.8% | -136.3% | -45.9% |
| 3Y | -64.0% | +31.9% | -95.9% | -66.1% |
| 5Y | -81.3% | +111.8% | -193.1% | -83.2% |
| All | -57.2% | +33.5% | -90.7% | -64.3% |
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 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