-3.7%
CDW vs LBRT
+28.1%
-31.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +9.3% | +9.2% | +0.1% | +8.1% |
| 30D | +14.4% | -27.5% | +41.9% | +18.6% |
| 3M | +21.4% | -37.9% | +59.3% | +28.3% |
| 6M | +72.8% | -60.7% | +133.5% | +93.5% |
| YTD | +28.0% | -28.5% | +56.5% | +28.5% |
| 1Y | +19.3% | -13.2% | +32.6% | +15.6% |
| 3Y | -15.3% | -28.8% | +13.5% | -19.0% |
| All | -3.7% | +28.1% | -31.7% | -19.9% |
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