+191.9%
CSX vs LBRT
-26.4%
+218.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.3% | -0.3% |
| 7D | -2.7% | -34.8% | +32.1% | +3.2% |
| 30D | +7.0% | -43.6% | +50.6% | +15.6% |
| 3M | -0.3% | -41.2% | +40.9% | +6.6% |
| 6M | +13.5% | -66.1% | +79.6% | +30.6% |
| YTD | +41.5% | -37.9% | +79.4% | +46.1% |
| 1Y | +45.8% | -33.9% | +79.6% | +48.6% |
| 3Y | +74.4% | -40.9% | +115.2% | +73.4% |
| 5Y | +53.6% | +2.1% | +51.5% | +33.7% |
| All | +191.9% | -26.4% | +218.4% | +111.0% |
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