+6.7%
CNH vs LBRT
-22.5%
+29.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +1.6% |
| 7D | -1.7% | -29.1% | +27.4% | +5.3% |
| 30D | -7.2% | -38.4% | +31.2% | +2.1% |
| 3M | +6.5% | -40.1% | +46.6% | +17.4% |
| 6M | +7.9% | -62.9% | +70.8% | +30.5% |
| YTD | +26.6% | -34.5% | +61.1% | +31.7% |
| 1Y | +13.8% | -30.2% | +44.0% | +16.0% |
| 3Y | +9.2% | -37.5% | +46.7% | +8.1% |
| 5Y | -15.6% | +7.6% | -23.2% | -30.3% |
| All | +6.7% | -22.5% | +29.1% | -24.9% |
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