+109.8%
LBRT vs CHD
+23.9%
+85.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | -2.7% | +11.4% | +8.2% |
| 30D | +6.6% | -4.6% | +11.2% | +5.8% |
| 3M | -34.5% | +5.0% | -39.5% | -33.7% |
| 6M | -24.5% | -3.2% | -21.3% | -24.3% |
| YTD | +12.7% | +18.6% | -5.9% | +16.1% |
| 1Y | +94.8% | +4.8% | +90.0% | +98.7% |
| 3Y | +31.9% | +6.1% | +25.7% | +35.1% |
| All | +109.8% | +23.9% | +85.9% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling