+650.0%
CDNS vs LBRT
-16.2%
+666.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.1% | -2.9% | +4.3% |
| 7D | +2.1% | -11.9% | +14.1% | +3.4% |
| 30D | -4.6% | -31.9% | +27.3% | -0.8% |
| 3M | -0.8% | -34.9% | +34.1% | +3.4% |
| 6M | -7.2% | -60.7% | +53.4% | +1.6% |
| YTD | +7.7% | -29.2% | +36.9% | +9.8% |
| 1Y | +3.5% | -23.6% | +27.2% | +4.5% |
| 3Y | +31.2% | -26.8% | +58.1% | +29.4% |
| 5Y | +84.5% | +16.3% | +68.2% | +69.9% |
| All | +650.0% | -16.2% | +666.2% | +484.4% |
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 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