+203.1%
CPRT vs LBRT
+33.5%
+169.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +2.2% | +8.3% | -6.0% | +1.5% |
| 30D | +16.6% | +6.1% | +10.5% | +15.9% |
| 3M | +9.6% | -34.8% | +44.3% | +13.1% |
| 6M | -11.1% | -24.8% | +13.7% | -9.8% |
| YTD | -13.9% | +12.2% | -26.1% | -16.3% |
| 1Y | -32.5% | +94.0% | -126.5% | -38.6% |
| 3Y | -25.0% | +31.3% | -56.3% | -30.7% |
| 5Y | -7.4% | +111.8% | -119.2% | -21.3% |
| All | +203.1% | +33.5% | +169.6% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling