-18.9%
CDW vs LBRT
+114.2%
-133.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +3.2% | +8.3% | -5.1% | +2.0% |
| 30D | +9.3% | +6.1% | +3.2% | +8.2% |
| 3M | +9.8% | -34.8% | +44.6% | +15.7% |
| 6M | +23.3% | -24.8% | +48.2% | +26.6% |
| YTD | +13.7% | +12.2% | +1.4% | +8.5% |
| 1Y | -6.5% | +94.0% | -100.5% | -19.6% |
| 3Y | -25.2% | +31.3% | -56.5% | -33.6% |
| All | -18.9% | +114.2% | -133.1% | -35.8% |
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