+43.0%
LBRT vs CGNX
-0.9%
+43.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +10.2% | +3.2% | +7.0% | +8.8% |
| 30D | +4.9% | -3.7% | +8.6% | +6.4% |
| 3M | -21.2% | +1.0% | -22.3% | -22.6% |
| 6M | -19.9% | +22.1% | -42.0% | -28.3% |
| YTD | +20.8% | +72.7% | -51.9% | -10.6% |
| 1Y | +123.5% | +40.4% | +83.2% | +79.9% |
| 3Y | +30.9% | +45.2% | -14.3% | -2.3% |
| 5Y | +136.3% | -26.7% | +163.0% | +135.8% |
| All | +43.0% | -0.9% | +43.9% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling