+214.3%
CSCO vs LBRT
-19.0%
+233.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | -4.7% | -15.7% | +11.0% | -2.8% |
| 30D | -17.1% | -34.3% | +17.2% | -13.0% |
| 3M | -19.6% | -40.6% | +21.0% | -14.7% |
| 6M | +2.4% | -62.0% | +64.4% | +13.7% |
| YTD | +29.8% | -31.6% | +61.4% | +33.7% |
| 1Y | +38.7% | -25.8% | +64.5% | +41.2% |
| 3Y | +101.3% | -30.4% | +131.7% | +100.2% |
| 5Y | +94.8% | +18.7% | +76.2% | +77.0% |
| All | +214.3% | -19.0% | +233.3% | +157.8% |
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