+94.8%
CSCO vs LBRT
+13.8%
+81.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -4.7% | -15.7% | +11.0% | -2.7% |
| 30D | -17.1% | -34.3% | +17.2% | -12.7% |
| 3M | -19.6% | -40.6% | +21.0% | -14.4% |
| 6M | +2.4% | -62.0% | +64.4% | +14.5% |
| YTD | +29.8% | -31.6% | +61.4% | +34.1% |
| 1Y | +38.7% | -25.8% | +64.5% | +41.5% |
| 3Y | +101.3% | -30.4% | +131.7% | +99.8% |
| 5Y | +94.8% | +18.7% | +76.2% | +79.0% |
| All | +94.8% | +13.8% | +81.0% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling