+32.9%
CNH vs LBRT
+33.5%
-0.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.7% |
| 7D | +23.3% | +8.7% | +14.6% | +21.0% |
| 30D | +33.5% | +6.6% | +26.9% | +31.2% |
| 3M | +32.7% | -34.5% | +67.2% | +43.6% |
| 6M | +22.2% | -24.5% | +46.7% | +26.6% |
| YTD | +57.7% | +12.7% | +45.0% | +47.4% |
| 1Y | +28.0% | +94.8% | -66.9% | +2.4% |
| 3Y | +11.5% | +31.9% | -20.3% | -5.9% |
| 5Y | +11.9% | +111.8% | -100.0% | -20.1% |
| All | +32.9% | +33.5% | -0.6% | -16.0% |
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