+152.9%
CAKE vs LBRT
+34.6%
+118.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.2% |
| 7D | -5.6% | +2.3% | -7.9% | -6.1% |
| 30D | -10.5% | -2.9% | -7.6% | -10.2% |
| 3M | +43.6% | -26.1% | +69.8% | +50.5% |
| 6M | +63.0% | -26.2% | +89.2% | +68.9% |
| YTD | +102.9% | +13.7% | +89.2% | +90.2% |
| 1Y | +75.6% | +93.6% | -17.9% | +42.8% |
| 3Y | +257.7% | +23.2% | +234.5% | +207.9% |
| 5Y | +156.0% | +125.5% | +30.5% | +75.4% |
| All | +152.9% | +34.6% | +118.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling