-1.1%
CDNS vs LBRT
-25.0%
+23.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.2% | +13.0% | +2.8% |
| 7D | -3.8% | -25.3% | +21.5% | -1.2% |
| 30D | -6.8% | -32.9% | +26.1% | -3.7% |
| 3M | -3.3% | -33.3% | +30.1% | -0.2% |
| 6M | -5.7% | -61.0% | +55.2% | 0.0% |
| YTD | +5.4% | -28.0% | +33.4% | +6.6% |
| 1Y | -1.1% | -21.5% | +20.4% | -0.7% |
| All | -1.1% | -25.0% | +23.9% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling