+199.4%
CSCO vs LBRT
-22.5%
+221.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.3% | -2.6% |
| 7D | -10.2% | -29.1% | +18.9% | -6.6% |
| 30D | -20.1% | -38.4% | +18.3% | -15.5% |
| 3M | -22.4% | -40.1% | +17.7% | -17.7% |
| 6M | +2.8% | -62.9% | +65.7% | +14.5% |
| YTD | +23.6% | -34.5% | +58.1% | +28.0% |
| 1Y | +34.0% | -30.2% | +64.2% | +37.5% |
| 3Y | +89.3% | -37.5% | +126.7% | +90.6% |
| 5Y | +87.9% | +7.6% | +80.3% | +72.6% |
| All | +199.4% | -22.5% | +221.8% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling