+154.4%
CDE vs LBRT
+33.5%
+120.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | +0.5% | +8.7% | -8.2% | -1.5% |
| 30D | +21.9% | +6.6% | +15.3% | +19.6% |
| 3M | +14.9% | -34.5% | +49.4% | +25.4% |
| 6M | -10.5% | -24.5% | +14.0% | -6.8% |
| YTD | +19.3% | +12.7% | +6.5% | +11.8% |
| 1Y | +50.8% | +94.8% | -44.0% | +20.1% |
| 3Y | +782.3% | +31.9% | +750.5% | +642.5% |
| 5Y | +191.7% | +111.8% | +79.9% | +112.0% |
| All | +154.4% | +33.5% | +120.9% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling