-10.9%
CTSH vs LBRT
+114.2%
-125.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.7% |
| 7D | -2.7% | +8.3% | -11.0% | -3.4% |
| 30D | +12.4% | +6.1% | +6.2% | +11.6% |
| 3M | +17.4% | -34.8% | +52.1% | +21.7% |
| 6M | -3.1% | -24.8% | +21.8% | -1.7% |
| YTD | -23.6% | +12.2% | -35.8% | -26.9% |
| 1Y | -10.8% | +94.0% | -104.8% | -21.6% |
| 3Y | -8.3% | +31.3% | -39.6% | -18.2% |
| All | -10.9% | +114.2% | -125.1% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling