+33.5%
LBRT vs CNI
+77.9%
-44.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | +8.7% | -2.1% | +10.8% | +10.6% |
| 30D | +6.6% | -3.3% | +9.9% | +9.3% |
| 3M | -34.5% | +3.8% | -38.3% | -37.7% |
| 6M | -24.5% | +12.7% | -37.2% | -34.7% |
| YTD | +12.7% | +26.3% | -13.6% | -13.1% |
| 1Y | +94.8% | +29.9% | +65.0% | +45.0% |
| 3Y | +31.9% | +15.9% | +15.9% | +6.9% |
| 5Y | +111.8% | +6.9% | +104.9% | +82.1% |
| All | +33.5% | +77.9% | -44.5% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling