-1.7%
CTSH vs LBRT
-16.2%
+14.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -4.2% | +13.8% | -18.0% | -5.6% |
| 30D | +3.9% | -32.4% | +36.3% | +7.6% |
| 3M | +10.2% | -39.9% | +50.1% | +15.2% |
| 6M | +35.3% | -60.8% | +96.1% | +47.5% |
| YTD | -21.8% | -29.3% | +7.5% | -21.9% |
| 1Y | -12.1% | -18.9% | +6.7% | -14.0% |
| 3Y | +2.0% | -28.0% | +30.0% | -2.1% |
| 5Y | -15.3% | +26.6% | -41.9% | -26.9% |
| All | -1.7% | -16.2% | +14.5% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling