+168.5%
CP vs LBRT
+33.5%
+135.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | +8.3% | -10.9% | -3.7% |
| 30D | +0.2% | +6.1% | -6.0% | -0.8% |
| 3M | +2.6% | -34.8% | +37.3% | +7.7% |
| 6M | +6.0% | -24.8% | +30.8% | +8.5% |
| YTD | +24.9% | +12.2% | +12.7% | +20.3% |
| 1Y | +20.1% | +94.0% | -73.9% | +5.4% |
| 3Y | +16.4% | +31.3% | -14.9% | +4.7% |
| 5Y | +31.7% | +111.8% | -80.1% | +6.6% |
| All | +168.5% | +33.5% | +135.1% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling