-23.2%
LBRT vs CHD
+30.9%
-54.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.8% | +6.3% | +9.3% |
| 7D | -11.9% | +0.8% | -12.7% | -11.3% |
| 30D | -31.9% | +13.5% | -45.4% | -26.2% |
| 3M | -34.9% | +8.1% | -43.0% | -31.0% |
| 6M | -60.7% | +19.9% | -80.5% | -55.7% |
| YTD | -29.2% | +34.0% | -63.2% | -16.4% |
| All | -23.2% | +30.9% | -54.1% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling