+106.4%
CSCO vs LBRT
+25.4%
+81.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -0.7% | +8.3% | -8.9% | -1.6% |
| 30D | -10.1% | +6.1% | -16.3% | -10.8% |
| 3M | -15.7% | -34.8% | +19.1% | -11.8% |
| 6M | +36.3% | -24.8% | +61.1% | +39.8% |
| YTD | +43.8% | +12.2% | +31.6% | +40.0% |
| 1Y | +63.9% | +94.0% | -30.0% | +46.7% |
| All | +106.4% | +25.4% | +81.0% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling