+1,012.4%
CIEN vs LBRT
-22.5%
+1,034.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +4.5% |
| 7D | -24.1% | -29.1% | +5.0% | -19.0% |
| 30D | -45.5% | -38.4% | -7.1% | -40.3% |
| 3M | -39.7% | -40.1% | +0.3% | -33.8% |
| 6M | -57.8% | -62.9% | +5.1% | -50.2% |
| YTD | +4.1% | -34.5% | +38.6% | +11.5% |
| 1Y | +20.8% | -30.2% | +51.0% | +28.3% |
| 3Y | +463.1% | -37.5% | +500.6% | +489.9% |
| 5Y | +302.3% | +7.6% | +294.7% | +284.0% |
| All | +1,012.4% | -22.5% | +1,034.9% | +826.5% |
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 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