+2.6%
CTSH vs LBRT
-26.4%
+29.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.7% | +14.8% | +2.6% |
| 7D | +6.4% | -34.8% | +41.2% | +11.0% |
| 30D | +16.3% | -43.6% | +59.9% | +22.9% |
| 3M | +20.0% | -41.2% | +61.2% | +25.7% |
| 6M | +29.9% | -66.1% | +96.0% | +44.0% |
| YTD | -18.4% | -37.9% | +19.5% | -17.2% |
| 1Y | -8.9% | -33.9% | +25.0% | -8.6% |
| 3Y | +6.0% | -40.9% | +46.9% | +4.1% |
| 5Y | -9.3% | +2.1% | -11.4% | -19.7% |
| All | +2.6% | -26.4% | +29.0% | -27.3% |
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