+114.1%
LBRT vs CHD
+2.5%
+111.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +6.0% | +2.9% |
| 7D | +6.9% | -2.9% | +9.8% | +5.4% |
| 30D | +7.8% | -6.2% | +14.0% | +4.5% |
| 3M | -25.3% | +1.6% | -26.8% | -24.1% |
| 6M | -19.6% | -3.5% | -16.0% | -19.5% |
| YTD | +17.2% | +16.2% | +0.9% | +28.2% |
| 1Y | +114.1% | +3.4% | +110.7% | +126.1% |
| All | +114.1% | +2.5% | +111.6% | +126.1% |
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