+190.3%
CPRT vs LBRT
-19.0%
+209.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | +4.0% | -15.7% | +19.7% | +5.1% |
| 30D | +18.2% | -34.3% | +52.5% | +21.6% |
| 3M | +9.2% | -40.6% | +49.8% | +13.0% |
| 6M | -4.8% | -62.0% | +57.2% | +1.8% |
| YTD | -17.5% | -31.6% | +14.1% | -17.1% |
| 1Y | -22.0% | -25.8% | +3.8% | -22.5% |
| 3Y | -33.7% | -30.4% | -3.3% | -35.6% |
| 5Y | -15.0% | +18.7% | -33.6% | -24.4% |
| All | +190.3% | -19.0% | +209.4% | +113.9% |
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