-25.4%
CPRT vs LBRT
+25.4%
-50.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +2.2% | +8.3% | -6.0% | +2.0% |
| 30D | +16.6% | +6.1% | +10.5% | +16.4% |
| 3M | +9.6% | -34.8% | +44.3% | +11.3% |
| 6M | -11.1% | -24.8% | +13.7% | -10.6% |
| YTD | -13.9% | +12.2% | -26.1% | -15.9% |
| 1Y | -32.5% | +94.0% | -126.5% | -37.9% |
| All | -25.4% | +25.4% | -50.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling