+35.9%
LBRT vs CGNX
+2.9%
+33.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.7% |
| 7D | +1.8% | +3.2% | -1.4% | +0.5% |
| 30D | -2.5% | +6.0% | -8.5% | -4.8% |
| 3M | -24.9% | +3.5% | -28.4% | -26.8% |
| 6M | -29.5% | +26.3% | -55.7% | -37.7% |
| YTD | +14.7% | +79.2% | -64.5% | -16.3% |
| 1Y | +91.7% | +43.8% | +47.9% | +52.9% |
| 3Y | +24.6% | +52.0% | -27.3% | -8.8% |
| 5Y | +127.7% | -24.0% | +151.7% | +124.1% |
| All | +35.9% | +2.9% | +33.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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