-9.3%
CDW vs LBRT
+6.0%
-15.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -1.6% |
| 7D | +2.1% | -29.1% | +31.2% | +6.3% |
| 30D | +14.7% | -38.4% | +53.1% | +21.6% |
| 3M | +11.1% | -40.1% | +51.2% | +17.8% |
| 6M | +45.6% | -62.9% | +108.5% | +63.9% |
| YTD | +17.1% | -34.5% | +51.6% | +18.9% |
| 1Y | +13.2% | -30.2% | +43.4% | +13.3% |
| 3Y | -22.2% | -37.5% | +15.3% | -24.2% |
| All | -9.3% | +6.0% | -15.3% | -20.2% |
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