+268.8%
CNQ vs LBRT
+120.5%
+148.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -0.8% | +1.8% | -2.6% | -1.5% |
| 30D | +5.3% | -2.5% | +7.7% | +5.7% |
| 3M | +11.4% | -24.9% | +36.3% | +20.0% |
| 6M | +8.1% | -29.5% | +37.5% | +18.2% |
| YTD | +50.9% | +14.7% | +36.1% | +36.4% |
| 1Y | +63.6% | +91.7% | -28.2% | +17.3% |
| 3Y | +77.2% | +24.6% | +52.6% | +40.4% |
| All | +268.8% | +120.5% | +148.2% | +115.4% |
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