+1,143.6%
CIEN vs LBRT
-19.0%
+1,162.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.7% |
| 7D | -9.3% | -15.7% | +6.3% | -6.2% |
| 30D | -39.5% | -34.3% | -5.2% | -34.5% |
| 3M | -29.8% | -40.6% | +10.8% | -22.7% |
| 6M | -50.4% | -62.0% | +11.6% | -41.6% |
| YTD | +16.3% | -31.6% | +48.0% | +23.7% |
| 1Y | +30.4% | -25.8% | +56.1% | +37.0% |
| 3Y | +516.6% | -30.4% | +547.0% | +536.2% |
| 5Y | +349.8% | +18.7% | +331.1% | +323.4% |
| All | +1,143.6% | -19.0% | +1,162.6% | +928.1% |
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 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