+6.3%
CNH vs LBRT
-41.2%
+47.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.7% | +9.8% | -1.9% |
| 7D | -0.4% | -34.8% | +34.5% | +5.6% |
| 30D | -15.2% | -43.6% | +28.4% | -8.2% |
| 3M | +4.3% | -41.2% | +45.5% | +11.7% |
| 6M | +10.1% | -66.1% | +76.1% | +28.2% |
| YTD | +23.2% | -37.9% | +61.1% | +25.0% |
| 1Y | +8.5% | -33.9% | +42.4% | +8.1% |
| All | +6.3% | -41.2% | +47.4% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling