-5.7%
CPRT vs LBRT
+115.1%
-120.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | +2.2% | +8.7% | -6.5% | +1.8% |
| 30D | +16.6% | +6.6% | +10.0% | +16.2% |
| 3M | +9.6% | -34.5% | +44.1% | +11.7% |
| 6M | -11.1% | -24.5% | +13.4% | -10.4% |
| YTD | -13.9% | +12.7% | -26.6% | -15.8% |
| 1Y | -32.5% | +94.8% | -127.4% | -37.3% |
| 3Y | -25.0% | +31.9% | -56.9% | -29.6% |
| All | -5.7% | +115.1% | -120.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling