+639.1%
CDNS vs LBRT
-19.0%
+658.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | +2.4% | -15.7% | +18.1% | +4.2% |
| 30D | -6.0% | -34.3% | +28.3% | -1.9% |
| 3M | -0.1% | -40.6% | +40.5% | +5.3% |
| 6M | -8.6% | -62.0% | +53.4% | +0.5% |
| YTD | +6.1% | -31.6% | +37.7% | +8.6% |
| 1Y | +0.8% | -25.8% | +26.6% | +2.1% |
| 3Y | +26.8% | -30.4% | +57.2% | +25.7% |
| 5Y | +86.9% | +18.7% | +68.2% | +71.9% |
| All | +639.1% | -19.0% | +658.1% | +478.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling