+1.9%
CSCO vs LBRT
-66.4%
+68.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.7% | +6.1% | -4.5% |
| 7D | -11.9% | -34.8% | +23.0% | -3.7% |
| 30D | -18.8% | -43.6% | +24.7% | -8.9% |
| 3M | -21.2% | -41.2% | +20.0% | -12.3% |
| 6M | +1.9% | -66.1% | +68.0% | +37.9% |
| All | +1.9% | -66.4% | +68.2% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling