+92.4%
CNP vs LBRT
-22.5%
+114.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.6% | +1.2% |
| 7D | -4.2% | -29.1% | +25.0% | -1.1% |
| 30D | +5.5% | -38.4% | +43.9% | +10.2% |
| 3M | +0.6% | -40.1% | +40.6% | +5.1% |
| 6M | -2.8% | -62.9% | +60.1% | +5.8% |
| YTD | +7.9% | -34.5% | +42.4% | +10.0% |
| 1Y | +6.7% | -30.2% | +36.9% | +7.8% |
| 3Y | +61.1% | -37.5% | +98.6% | +59.4% |
| 5Y | +73.0% | +7.6% | +65.4% | +54.3% |
| All | +92.4% | -22.5% | +114.9% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling