+200.5%
CSCO vs LBRT
-22.5%
+223.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.3% | -2.6% |
| 7D | -10.2% | -29.1% | +18.9% | -6.6% |
| 30D | -20.1% | -38.4% | +18.3% | -15.5% |
| 3M | -22.1% | -40.1% | +18.0% | -17.4% |
| 6M | +3.2% | -62.9% | +66.1% | +15.0% |
| YTD | +24.1% | -34.5% | +58.6% | +28.5% |
| 1Y | +34.6% | -30.2% | +64.8% | +38.0% |
| 3Y | +90.0% | -37.5% | +127.5% | +91.4% |
| 5Y | +88.6% | +7.6% | +81.0% | +73.3% |
| All | +200.5% | -22.5% | +223.0% | +147.8% |
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