+170.6%
CAKE vs LBRT
+116.2%
+54.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.8% |
| 7D | -1.1% | +6.9% | -8.0% | -1.8% |
| 30D | +0.4% | +7.8% | -7.4% | -0.5% |
| 3M | +59.9% | -25.3% | +85.2% | +64.3% |
| 6M | +75.1% | -19.6% | +94.6% | +76.8% |
| YTD | +115.0% | +17.2% | +97.9% | +105.5% |
| 1Y | +81.6% | +114.1% | -32.5% | +55.9% |
| 3Y | +279.1% | +27.0% | +252.1% | +243.9% |
| 5Y | +170.6% | +128.3% | +42.3% | +104.9% |
| All | +170.6% | +116.2% | +54.4% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling