+77.4%
CDNS vs LBRT
+115.1%
-37.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.2% |
| 7D | -14.0% | +8.7% | -22.7% | -15.0% |
| 30D | -13.2% | +6.6% | -19.8% | -14.0% |
| 3M | -28.9% | -34.5% | +5.6% | -25.5% |
| 6M | -4.2% | -24.5% | +20.3% | -1.9% |
| YTD | -6.4% | +12.7% | -19.1% | -9.5% |
| 1Y | -16.2% | +94.8% | -111.1% | -25.8% |
| 3Y | +20.2% | +31.9% | -11.7% | +9.1% |
| All | +77.4% | +115.1% | -37.7% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling