+34.4%
CNH vs LBRT
-25.2%
+59.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.1% | +2.8% | +10.6% |
| 7D | +8.6% | -11.9% | +20.5% | +8.3% |
| 30D | +12.6% | -31.9% | +44.5% | +12.4% |
| 3M | +17.5% | -34.9% | +52.4% | +17.5% |
| 6M | +18.1% | -60.7% | +78.8% | +17.3% |
| YTD | +40.4% | -29.2% | +69.6% | +38.2% |
| All | +34.4% | -25.2% | +59.6% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling