+94.1%
CAKE vs LBRT
-60.9%
+155.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.8% |
| 7D | +2.5% | +9.2% | -6.7% | +2.7% |
| 30D | -3.1% | -27.5% | +24.5% | -4.1% |
| 3M | -2.2% | -37.9% | +35.7% | -3.1% |
| 6M | +94.1% | -60.7% | +154.8% | +85.1% |
| All | +94.1% | -60.9% | +155.0% | +85.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling