-15.4%
CPRT vs LBRT
+22.2%
-37.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.5% |
| 7D | -1.4% | -1.9% | +0.5% | -1.4% |
| 30D | +21.5% | -32.0% | +53.5% | +22.5% |
| 3M | +9.4% | -39.7% | +49.1% | +10.8% |
| 6M | -3.3% | -61.1% | +57.8% | -0.1% |
| YTD | -17.8% | -29.4% | +11.5% | -18.7% |
| 1Y | -22.2% | -24.5% | +2.3% | -23.5% |
| 3Y | -34.0% | -28.1% | -5.9% | -36.6% |
| 5Y | -15.4% | +23.9% | -39.3% | -21.4% |
| All | -15.4% | +22.2% | -37.7% | -21.4% |
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