+182.1%
CSX vs LBRT
-22.5%
+204.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.7% | -4.1% |
| 7D | -5.5% | -29.1% | +23.6% | -1.1% |
| 30D | +4.9% | -38.4% | +43.3% | +11.9% |
| 3M | -2.9% | -40.1% | +37.2% | +3.6% |
| 6M | +8.3% | -62.9% | +71.2% | +22.9% |
| YTD | +36.7% | -34.5% | +71.3% | +40.1% |
| 1Y | +41.5% | -30.2% | +71.7% | +43.0% |
| 3Y | +68.6% | -37.5% | +106.1% | +66.3% |
| 5Y | +48.4% | +7.6% | +40.8% | +28.2% |
| All | +182.1% | -22.5% | +204.6% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling