+38.7%
LBRT vs CHD
+116.7%
-77.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +6.0% | +3.7% |
| 7D | +6.9% | -2.9% | +9.8% | +6.7% |
| 30D | +7.8% | -6.2% | +14.0% | +7.2% |
| 3M | -25.3% | +1.6% | -26.8% | -25.1% |
| 6M | -19.6% | -3.5% | -16.0% | -19.5% |
| YTD | +17.2% | +16.2% | +0.9% | +18.5% |
| 1Y | +114.1% | +3.4% | +110.7% | +115.7% |
| 3Y | +27.0% | +4.6% | +22.4% | +28.1% |
| 5Y | +128.3% | +21.1% | +107.2% | +128.3% |
| All | +38.7% | +116.7% | -77.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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