+198.9%
CSX vs LBRT
-14.8%
+213.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.2% | +13.8% | +4.3% |
| 7D | +0.1% | -25.3% | +25.5% | +4.2% |
| 30D | +9.7% | -32.9% | +42.6% | +15.7% |
| 3M | +2.3% | -33.3% | +35.6% | +7.5% |
| 6M | +17.1% | -61.0% | +78.0% | +32.1% |
| YTD | +44.9% | -28.0% | +72.9% | +46.6% |
| 1Y | +47.1% | -21.5% | +68.6% | +46.3% |
| 3Y | +78.6% | -31.5% | +110.0% | +74.0% |
| 5Y | +57.2% | +12.3% | +44.9% | +35.2% |
| All | +198.9% | -14.8% | +213.7% | +111.7% |
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