+134.3%
CAKE vs LBRT
-23.3%
+157.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -3.8% | +13.8% | -17.6% | -3.4% |
| 30D | -5.2% | -32.4% | +27.2% | -6.5% |
| 3M | -9.2% | -39.9% | +30.7% | -10.5% |
| 6M | +76.6% | -60.8% | +137.5% | +71.9% |
| YTD | +113.6% | -29.3% | +142.8% | +105.1% |
| 1Y | +134.3% | -18.9% | +153.2% | +118.7% |
| All | +134.3% | -23.3% | +157.6% | +118.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling