+273.6%
CAKE vs LBRT
-27.1%
+300.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.7% |
| 7D | +2.5% | +9.2% | -6.7% | +1.7% |
| 30D | -3.1% | -27.5% | +24.5% | -0.8% |
| 3M | -2.2% | -37.9% | +35.7% | +1.3% |
| 6M | +94.1% | -60.7% | +154.8% | +109.7% |
| YTD | +119.4% | -28.5% | +147.9% | +116.6% |
| 1Y | +141.4% | -13.2% | +154.6% | +131.0% |
| 3Y | +273.6% | -28.8% | +302.3% | +259.4% |
| All | +273.6% | -27.1% | +300.7% | +259.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling