-1.9%
CTSH vs LBRT
-16.2%
+14.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -2.6% |
| 7D | -2.3% | -11.9% | +9.6% | -1.3% |
| 30D | +7.4% | -31.9% | +39.4% | +11.2% |
| 3M | +10.9% | -34.9% | +45.8% | +14.9% |
| 6M | +24.7% | -60.7% | +85.3% | +35.9% |
| YTD | -22.0% | -29.2% | +7.2% | -22.0% |
| 1Y | -11.2% | -23.6% | +12.5% | -12.3% |
| 3Y | +3.9% | -26.8% | +30.7% | -0.6% |
| 5Y | -13.9% | +16.3% | -30.3% | -24.9% |
| All | -1.9% | -16.2% | +14.2% | -31.6% |
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