-9.3%
CDW vs LBRT
+1.0%
-10.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.7% | +7.5% | -4.4% |
| 7D | -4.1% | -34.8% | +30.7% | +1.0% |
| 30D | +16.7% | -43.6% | +60.3% | +25.2% |
| 3M | +13.6% | -41.2% | +54.8% | +20.7% |
| 6M | +17.0% | -66.1% | +83.1% | +33.6% |
| YTD | +18.1% | -37.9% | +56.0% | +20.8% |
| 1Y | +10.5% | -33.9% | +44.3% | +11.4% |
| 3Y | -20.9% | -40.9% | +19.9% | -22.4% |
| 5Y | -9.3% | +2.1% | -11.4% | -20.1% |
| All | -9.3% | +1.0% | -10.3% | -20.1% |
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 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