+136.3%
LBRT vs CNI
+10.3%
+126.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.5% |
| 7D | +10.2% | +0.9% | +9.3% | +9.6% |
| 30D | +4.9% | -2.1% | +7.0% | +6.0% |
| 3M | -21.2% | +1.8% | -23.0% | -23.1% |
| 6M | -19.9% | +14.8% | -34.8% | -28.9% |
| YTD | +20.8% | +25.4% | -4.6% | +0.1% |
| 1Y | +123.5% | +32.9% | +90.6% | +76.3% |
| 3Y | +30.9% | +20.2% | +10.8% | +9.5% |
| 5Y | +136.3% | +12.2% | +124.1% | +109.1% |
| All | +136.3% | +10.3% | +126.0% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling