+27.0%
LBRT vs CNI
+21.3%
+5.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +6.9% | +2.5% | +4.4% | +5.8% |
| 30D | +7.8% | -2.5% | +10.3% | +8.9% |
| 3M | -25.3% | +2.7% | -28.0% | -27.0% |
| 6M | -19.6% | +16.9% | -36.5% | -27.6% |
| YTD | +17.2% | +26.3% | -9.2% | -0.2% |
| 1Y | +114.1% | +31.1% | +83.0% | +77.0% |
| 3Y | +27.0% | +21.1% | +5.9% | +11.5% |
| All | +27.0% | +21.3% | +5.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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