-37.5%
LBRT vs CHD
+30.6%
-68.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +4.6% |
| 7D | -29.1% | +2.0% | -31.1% | -28.3% |
| 30D | -38.4% | +13.0% | -51.4% | -35.2% |
| 3M | -40.1% | +6.1% | -46.2% | -38.2% |
| 6M | -62.9% | +15.9% | -78.8% | -60.4% |
| YTD | -34.5% | +31.6% | -66.1% | -27.6% |
| 1Y | -30.2% | +28.5% | -58.7% | -23.2% |
| 3Y | -37.5% | +30.5% | -67.9% | -28.4% |
| All | -37.5% | +30.6% | -68.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling