+552.3%
CDNS vs LBRT
+33.5%
+518.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | -14.0% | +8.3% | -22.3% | -14.8% |
| 30D | -13.2% | +6.1% | -19.3% | -13.8% |
| 3M | -28.9% | -34.8% | +5.9% | -26.0% |
| 6M | -4.2% | -24.8% | +20.7% | -2.1% |
| YTD | -6.4% | +12.2% | -18.6% | -8.8% |
| 1Y | -16.2% | +94.0% | -110.2% | -23.9% |
| 3Y | +20.2% | +31.3% | -11.1% | +11.6% |
| 5Y | +76.6% | +111.8% | -35.2% | +52.8% |
| All | +552.3% | +33.5% | +518.9% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling