+170.8%
CP vs LBRT
-22.5%
+193.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.4% |
| 7D | +2.8% | -29.1% | +31.9% | +7.0% |
| 30D | +10.2% | -38.4% | +48.6% | +16.6% |
| 3M | +2.4% | -40.1% | +42.4% | +8.3% |
| 6M | +7.7% | -62.9% | +70.6% | +20.6% |
| YTD | +26.0% | -34.5% | +60.5% | +29.1% |
| 1Y | +34.6% | -30.2% | +64.8% | +36.4% |
| 3Y | +26.7% | -37.5% | +64.1% | +25.3% |
| 5Y | +24.9% | +7.6% | +17.3% | +10.3% |
| All | +170.8% | -22.5% | +193.3% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling