+10.5%
CNH vs LBRT
-16.2%
+26.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | +6.4% | +13.8% | -7.4% | +3.5% |
| 30D | -1.6% | -32.4% | +30.7% | +6.2% |
| 3M | +11.6% | -39.9% | +51.4% | +23.1% |
| 6M | +12.5% | -60.8% | +73.4% | +34.8% |
| YTD | +31.1% | -29.3% | +60.3% | +34.2% |
| 1Y | +17.0% | -18.9% | +35.9% | +15.5% |
| 3Y | +28.7% | -28.0% | +56.7% | +23.3% |
| 5Y | -17.4% | +26.6% | -44.0% | -34.1% |
| All | +10.5% | -16.2% | +26.7% | -23.5% |
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 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