+191.7%
CPRT vs LBRT
-16.2%
+207.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | +0.9% |
| 7D | +1.6% | -11.9% | +13.5% | +2.4% |
| 30D | +18.8% | -31.9% | +50.7% | +21.8% |
| 3M | +9.4% | -34.9% | +44.3% | +12.3% |
| 6M | -4.4% | -60.7% | +56.3% | +2.0% |
| YTD | -17.1% | -29.2% | +12.1% | -17.0% |
| 1Y | -19.9% | -23.6% | +3.7% | -20.5% |
| 3Y | -30.5% | -26.8% | -3.7% | -32.8% |
| 5Y | -15.9% | +16.3% | -32.3% | -24.9% |
| All | +191.7% | -16.2% | +207.9% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling