+25.6%
CNC vs LBRT
+33.5%
-7.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.6% |
| 7D | +3.5% | +8.3% | -4.7% | +2.6% |
| 30D | +0.1% | +6.1% | -6.1% | -0.8% |
| 3M | +6.9% | -34.8% | +41.7% | +11.6% |
| 6M | +49.0% | -24.8% | +73.8% | +52.6% |
| YTD | +62.9% | +12.2% | +50.7% | +58.6% |
| 1Y | +134.0% | +94.0% | +40.0% | +112.0% |
| 3Y | +9.4% | +31.3% | -21.9% | +0.7% |
| 5Y | +4.1% | +111.8% | -107.7% | -13.4% |
| All | +25.6% | +33.5% | -7.9% | -5.5% |
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 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