+321.1%
CNQ vs LBRT
+38.7%
+282.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | -0.5% |
| 7D | -1.8% | +6.9% | -8.7% | -4.1% |
| 30D | +11.8% | +7.8% | +4.0% | +8.6% |
| 3M | +11.1% | -25.3% | +36.4% | +20.1% |
| 6M | +12.1% | -19.6% | +31.7% | +17.1% |
| YTD | +53.4% | +17.2% | +36.2% | +38.2% |
| 1Y | +71.4% | +114.1% | -42.7% | +19.7% |
| 3Y | +75.8% | +27.0% | +48.8% | +40.4% |
| 5Y | +286.0% | +128.3% | +157.7% | +136.2% |
| All | +321.1% | +38.7% | +282.4% | +125.2% |
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 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