+26.4%
LBRT vs CNI
+8.6%
+17.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +2.9% |
| 7D | -1.9% | -1.1% | -0.8% | -1.1% |
| 30D | -32.0% | +7.6% | -39.7% | -35.3% |
| 3M | -39.7% | +1.6% | -41.2% | -40.6% |
| 6M | -61.1% | +16.6% | -77.7% | -65.5% |
| YTD | -29.4% | +31.3% | -60.6% | -43.5% |
| 1Y | -24.5% | +35.2% | -59.7% | -41.1% |
| 3Y | -28.1% | +21.5% | -49.6% | -40.2% |
| All | +26.4% | +8.6% | +17.8% | +15.2% |
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