+67.8%
CSX vs LBRT
+114.2%
-46.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.7% |
| 7D | -3.4% | +8.3% | -11.6% | -4.3% |
| 30D | -3.1% | +6.1% | -9.2% | -3.9% |
| 3M | +7.2% | -34.8% | +41.9% | +12.2% |
| 6M | +16.2% | -24.8% | +41.0% | +18.6% |
| YTD | +37.5% | +12.2% | +25.3% | +31.7% |
| 1Y | +53.2% | +94.0% | -40.8% | +32.7% |
| 3Y | +68.2% | +31.3% | +37.0% | +50.0% |
| All | +67.8% | +114.2% | -46.4% | +33.4% |
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