+107.6%
LBRT vs CGNX
-25.4%
+133.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.3% |
| 7D | +1.8% | +3.2% | -1.4% | +0.8% |
| 30D | -2.5% | +6.0% | -8.5% | -4.2% |
| 3M | -24.9% | +3.5% | -28.4% | -26.3% |
| 6M | -29.5% | +26.3% | -55.7% | -35.8% |
| YTD | +14.7% | +79.2% | -64.5% | -10.2% |
| 1Y | +91.7% | +43.8% | +47.9% | +61.7% |
| 3Y | +24.6% | +52.0% | -27.3% | -3.4% |
| All | +107.6% | -25.4% | +133.1% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling