-2.7%
LBRT vs CAI
-9.5%
+6.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -3.3% |
| 7D | -15.7% | -25.6% | +10.0% | -14.9% |
| 30D | -34.3% | -17.7% | -16.5% | -33.3% |
| 3M | -40.6% | +4.4% | -45.0% | -39.2% |
| 6M | -62.0% | +51.3% | -113.3% | -60.9% |
| YTD | -31.6% | -9.5% | -22.2% | -29.1% |
| 1Y | -25.8% | -1.5% | -24.3% | -23.2% |
| All | -2.7% | -9.5% | +6.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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