-17.6%
CNH vs LBRT
+28.1%
-45.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +3.0% | +9.2% | -6.2% | +1.4% |
| 30D | -0.6% | -27.5% | +26.9% | +4.9% |
| 3M | +14.6% | -37.9% | +52.5% | +24.2% |
| 6M | +11.8% | -60.7% | +72.5% | +31.6% |
| YTD | +30.4% | -28.5% | +58.9% | +31.4% |
| 1Y | +19.1% | -13.2% | +32.3% | +14.0% |
| 3Y | +30.2% | -28.8% | +59.0% | +22.6% |
| All | -17.6% | +28.1% | -45.7% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling