+29.0%
CIEN vs LBRT
-25.2%
+54.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.1% | +2.5% | +6.8% |
| 7D | -5.3% | -11.9% | +6.6% | +0.5% |
| 30D | -40.1% | -31.9% | -8.2% | -29.6% |
| 3M | -34.7% | -34.9% | +0.2% | -22.2% |
| 6M | -50.9% | -60.7% | +9.8% | -32.5% |
| YTD | +15.2% | -29.2% | +44.4% | +17.0% |
| All | +29.0% | -25.2% | +54.2% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling