-23.9%
CPRT vs LBRT
-25.0%
+1.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -11.2% | +16.2% | +3.2% |
| 7D | +12.6% | -25.3% | +38.0% | +8.3% |
| 30D | +18.0% | -32.9% | +50.8% | +12.4% |
| 3M | +11.0% | -33.3% | +44.3% | +5.9% |
| 6M | -2.0% | -61.0% | +58.9% | -9.7% |
| YTD | -16.7% | -28.0% | +11.3% | -19.6% |
| 1Y | -23.9% | -21.5% | -2.4% | -25.2% |
| All | -23.9% | -25.0% | +1.2% | -25.2% |
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