+378.7%
CIEN vs LBRT
+25.3%
+353.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +27.4% | +13.8% | +13.5% | +23.1% |
| 30D | -26.6% | -32.4% | +5.8% | -18.2% |
| 3M | -32.0% | -39.9% | +7.9% | -22.1% |
| 6M | -49.1% | -60.8% | +11.8% | -36.3% |
| YTD | +25.7% | -29.3% | +55.0% | +35.8% |
| 1Y | +40.3% | -18.9% | +59.2% | +47.4% |
| 3Y | +566.2% | -28.0% | +594.2% | +586.8% |
| 5Y | +378.7% | +26.6% | +352.2% | +368.5% |
| All | +378.7% | +25.3% | +353.4% | +368.5% |
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