-0.2%
CTSH vs LBRT
-22.5%
+22.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -3.3% |
| 7D | -0.6% | -29.1% | +28.5% | +2.7% |
| 30D | +13.4% | -38.4% | +51.8% | +18.6% |
| 3M | +14.4% | -40.1% | +54.5% | +19.6% |
| 6M | +27.7% | -62.9% | +90.6% | +40.0% |
| YTD | -20.6% | -34.5% | +13.9% | -20.0% |
| 1Y | -9.1% | -30.2% | +21.1% | -9.4% |
| 3Y | +3.1% | -37.5% | +40.5% | +0.6% |
| 5Y | -11.8% | +7.6% | -19.4% | -22.4% |
| All | -0.2% | -22.5% | +22.2% | -29.7% |
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