+34.3%
CP vs LBRT
+114.2%
-79.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | +8.3% | -10.9% | -3.6% |
| 30D | +0.2% | +6.1% | -6.0% | -0.7% |
| 3M | +2.6% | -34.8% | +37.3% | +7.4% |
| 6M | +6.0% | -24.8% | +30.8% | +8.3% |
| YTD | +24.9% | +12.2% | +12.7% | +20.1% |
| 1Y | +20.1% | +94.0% | -73.9% | +5.0% |
| 3Y | +16.4% | +31.3% | -14.9% | +4.0% |
| All | +34.3% | +114.2% | -79.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling