-16.2%
LBRT vs CHD
+150.8%
-167.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.1% |
| 7D | +13.8% | +0.4% | +13.5% | +13.9% |
| 30D | -32.4% | +11.6% | -44.0% | -31.5% |
| 3M | -39.9% | +10.7% | -50.6% | -39.1% |
| 6M | -60.8% | +20.2% | -81.1% | -60.0% |
| YTD | -29.3% | +34.5% | -63.8% | -27.3% |
| 1Y | -18.9% | +32.6% | -51.4% | -16.6% |
| 3Y | -28.0% | +29.1% | -57.1% | -26.2% |
| 5Y | +26.6% | +31.5% | -5.0% | +28.7% |
| All | -16.2% | +150.8% | -167.0% | -25.9% |
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