+205.3%
CSCO vs LBRT
-26.4%
+231.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.7% | +6.1% | -5.9% |
| 7D | -11.9% | -34.8% | +23.0% | -7.3% |
| 30D | -18.8% | -43.6% | +24.7% | -13.2% |
| 3M | -21.2% | -41.2% | +20.0% | -16.3% |
| 6M | +1.9% | -66.1% | +68.0% | +14.8% |
| YTD | +26.1% | -37.9% | +63.9% | +31.5% |
| 1Y | +34.7% | -33.9% | +68.6% | +39.1% |
| 3Y | +94.0% | -40.9% | +134.9% | +96.8% |
| 5Y | +91.6% | +2.1% | +89.5% | +77.2% |
| All | +205.3% | -26.4% | +231.7% | +153.5% |
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