+18.3%
CNH vs LBRT
-16.2%
+34.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.1% | +2.8% | +9.1% |
| 7D | +8.6% | -11.9% | +20.5% | +11.3% |
| 30D | +12.6% | -31.9% | +44.5% | +21.3% |
| 3M | +17.5% | -34.9% | +52.4% | +27.3% |
| 6M | +18.1% | -60.7% | +78.8% | +41.3% |
| YTD | +40.4% | -29.2% | +69.6% | +43.7% |
| 1Y | +34.0% | -23.6% | +57.6% | +34.0% |
| 3Y | +35.3% | -26.8% | +62.1% | +29.1% |
| 5Y | -5.1% | +16.3% | -21.4% | -22.8% |
| All | +18.3% | -16.2% | +34.5% | -18.1% |
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