+78.5%
CDNS vs LBRT
+6.0%
+72.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.6% | +2.0% |
| 7D | -2.4% | -29.1% | +26.7% | +1.8% |
| 30D | -10.2% | -38.4% | +28.2% | -4.6% |
| 3M | -5.5% | -40.1% | +34.6% | +0.5% |
| 6M | -9.9% | -62.9% | +53.0% | +1.4% |
| YTD | +2.3% | -34.5% | +36.9% | +5.5% |
| 1Y | -1.4% | -30.2% | +28.8% | +0.6% |
| 3Y | +28.1% | -37.5% | +65.6% | +27.2% |
| All | +78.5% | +6.0% | +72.5% | +65.8% |
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