+178.1%
CAKE vs LBRT
+22.2%
+155.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.5% |
| 7D | -4.7% | -1.9% | -2.8% | -4.6% |
| 30D | +0.9% | -32.0% | +32.9% | +4.4% |
| 3M | -2.7% | -39.7% | +36.9% | +1.7% |
| 6M | +81.2% | -61.1% | +142.2% | +97.9% |
| YTD | +120.6% | -29.4% | +149.9% | +120.5% |
| 1Y | +142.7% | -24.5% | +167.2% | +139.8% |
| 3Y | +283.3% | -28.1% | +311.4% | +267.0% |
| 5Y | +178.1% | +23.9% | +154.2% | +138.4% |
| All | +178.1% | +22.2% | +155.9% | +138.4% |
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 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