-8.3%
CNC vs LBRT
+16.1%
-24.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -2.3% |
| 7D | +3.0% | -11.9% | +14.9% | +3.7% |
| 30D | +4.9% | -31.9% | +36.8% | +7.6% |
| 3M | +4.2% | -34.9% | +39.1% | +7.1% |
| 6M | +22.5% | -60.7% | +83.1% | +30.8% |
| YTD | +66.6% | -29.2% | +95.8% | +68.8% |
| 1Y | +82.5% | -23.6% | +106.1% | +83.6% |
| 3Y | -4.1% | -26.8% | +22.8% | -5.0% |
| 5Y | -8.3% | +16.3% | -24.7% | -11.5% |
| All | -8.3% | +16.1% | -24.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling