+77.1%
CDNS vs LBRT
+28.1%
+49.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.2% |
| 7D | +1.0% | +9.2% | -8.2% | -0.3% |
| 30D | -2.0% | -27.5% | +25.6% | +1.9% |
| 3M | -0.2% | -37.9% | +37.7% | +5.5% |
| 6M | -8.9% | -60.7% | +51.8% | +1.6% |
| YTD | +3.3% | -28.5% | +31.8% | +5.2% |
| 1Y | +2.2% | -13.2% | +15.4% | +1.2% |
| 3Y | +22.4% | -28.8% | +51.2% | +19.5% |
| All | +77.1% | +28.1% | +49.1% | +57.5% |
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 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