+33.5%
LBRT vs CHD
+121.2%
-87.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +8.3% | -2.7% | +10.9% | +8.0% |
| 30D | +6.1% | -4.6% | +10.8% | +5.7% |
| 3M | -34.8% | +5.0% | -39.8% | -34.4% |
| 6M | -24.8% | -3.2% | -21.6% | -24.7% |
| YTD | +12.2% | +18.6% | -6.4% | +13.7% |
| 1Y | +94.0% | +4.8% | +89.2% | +95.8% |
| 3Y | +31.3% | +6.1% | +25.1% | +32.6% |
| 5Y | +111.8% | +24.0% | +87.9% | +112.2% |
| All | +33.5% | +121.2% | -87.7% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling