+477.0%
CIEN vs LBRT
+115.1%
+361.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -15.2% | +8.7% | -23.9% | -16.8% |
| 30D | -21.5% | +6.6% | -28.1% | -22.8% |
| 3M | -40.1% | -34.5% | -5.6% | -35.0% |
| 6M | -6.6% | -24.5% | +17.9% | -2.3% |
| YTD | +37.3% | +12.7% | +24.5% | +31.1% |
| 1Y | +174.5% | +94.8% | +79.7% | +133.0% |
| 3Y | +562.3% | +31.9% | +530.4% | +494.1% |
| All | +477.0% | +115.1% | +361.9% | +374.0% |
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