+206.2%
CSCO vs LBRT
-15.3%
+221.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.4% |
| 7D | +1.9% | +9.2% | -7.3% | +0.8% |
| 30D | -15.8% | -27.5% | +11.7% | -12.7% |
| 3M | -15.4% | -37.9% | +22.5% | -10.8% |
| 6M | -5.4% | -60.7% | +55.3% | +4.6% |
| YTD | +26.5% | -28.5% | +55.0% | +29.6% |
| 1Y | +25.9% | -13.2% | +39.1% | +25.9% |
| 3Y | +97.5% | -28.8% | +126.3% | +95.9% |
| 5Y | +93.0% | +28.0% | +65.1% | +73.8% |
| All | +206.2% | -15.3% | +221.6% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling