+76.0%
CNP vs LBRT
+13.8%
+62.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.2% |
| 7D | -3.0% | -15.7% | +12.6% | -2.3% |
| 30D | +6.8% | -34.3% | +41.1% | +8.8% |
| 3M | +3.6% | -40.6% | +44.3% | +6.0% |
| 6M | 0.0% | -62.0% | +62.0% | +4.3% |
| YTD | +9.4% | -31.6% | +41.0% | +9.9% |
| 1Y | +6.8% | -25.8% | +32.6% | +6.6% |
| 3Y | +64.2% | -30.4% | +94.5% | +61.2% |
| 5Y | +76.0% | +18.7% | +57.4% | +61.2% |
| All | +76.0% | +13.8% | +62.2% | +61.2% |
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