+175.6%
CP vs LBRT
-19.0%
+194.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.2% |
| 7D | +2.8% | -15.7% | +18.5% | +4.7% |
| 30D | +11.0% | -34.3% | +45.3% | +16.5% |
| 3M | +3.8% | -40.6% | +44.5% | +10.1% |
| 6M | +9.5% | -62.0% | +71.5% | +22.2% |
| YTD | +28.2% | -31.6% | +59.8% | +30.6% |
| 1Y | +33.0% | -25.8% | +58.7% | +33.5% |
| 3Y | +35.5% | -30.4% | +65.9% | +32.1% |
| 5Y | +25.8% | +18.7% | +7.1% | +9.6% |
| All | +175.6% | -19.0% | +194.6% | +107.0% |
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