+175.5%
CP vs LBRT
-26.4%
+201.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | +1.1% |
| 7D | +6.1% | -34.8% | +40.9% | +11.7% |
| 30D | +9.8% | -43.6% | +53.3% | +17.5% |
| 3M | +2.7% | -41.2% | +44.0% | +9.0% |
| 6M | +12.8% | -66.1% | +78.8% | +27.8% |
| YTD | +28.2% | -37.9% | +66.0% | +32.3% |
| 1Y | +34.1% | -33.9% | +68.0% | +36.9% |
| 3Y | +28.9% | -40.9% | +69.7% | +28.5% |
| 5Y | +27.1% | +2.1% | +24.9% | +13.0% |
| All | +175.5% | -26.4% | +201.9% | +109.6% |
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