+1,367.1%
CIEN vs LBRT
+33.5%
+1,333.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -15.2% | +8.3% | -23.4% | -16.3% |
| 30D | -21.5% | +6.1% | -27.6% | -22.4% |
| 3M | -40.1% | -34.8% | -5.3% | -36.2% |
| 6M | -6.6% | -24.8% | +18.3% | -3.3% |
| YTD | +37.3% | +12.2% | +25.0% | +33.0% |
| 1Y | +174.5% | +94.0% | +80.6% | +143.5% |
| 3Y | +562.3% | +31.3% | +531.0% | +511.3% |
| 5Y | +463.9% | +111.8% | +352.1% | +376.0% |
| All | +1,367.1% | +33.5% | +1,333.6% | +1,005.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling