+32.2%
CP vs LBRT
-23.4%
+55.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.7% |
| 30D | +9.6% | -32.0% | +41.7% | +9.9% |
| 3M | +2.2% | -39.7% | +41.9% | +2.8% |
| 6M | +11.1% | -61.1% | +72.2% | +14.6% |
| YTD | +28.2% | -29.4% | +57.6% | +22.5% |
| 1Y | +32.2% | -24.5% | +56.6% | +25.8% |
| All | +32.2% | -23.4% | +55.6% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling