+248.3%
CSCO vs LBRT
+33.5%
+214.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | -0.7% | +8.7% | -9.4% | -1.7% |
| 30D | -10.1% | +6.6% | -16.7% | -10.9% |
| 3M | -15.7% | -34.5% | +18.8% | -12.0% |
| 6M | +36.3% | -24.5% | +60.8% | +39.5% |
| YTD | +43.8% | +12.7% | +31.1% | +40.0% |
| 1Y | +63.9% | +94.8% | -30.9% | +48.0% |
| 3Y | +104.4% | +31.9% | +72.5% | +88.5% |
| 5Y | +111.4% | +111.8% | -0.5% | +78.8% |
| All | +248.3% | +33.5% | +214.8% | +169.9% |
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