+165.9%
CDW vs LBRT
-16.4%
+182.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.7% |
| 7D | +2.6% | -1.9% | +4.5% | +2.8% |
| 30D | +20.4% | -32.0% | +52.4% | +26.8% |
| 3M | +28.5% | -39.7% | +68.1% | +37.4% |
| 6M | +70.6% | -61.1% | +131.7% | +93.5% |
| YTD | +29.1% | -29.4% | +58.5% | +31.2% |
| 1Y | +23.8% | -24.5% | +48.2% | +24.0% |
| 3Y | -14.5% | -28.1% | +13.6% | -17.0% |
| 5Y | -1.6% | +23.9% | -25.4% | -16.3% |
| All | +165.9% | -16.4% | +182.3% | +88.4% |
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