+66.8%
LBRT vs CAI
-8.1%
+74.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.9% |
| 7D | +6.9% | +0.2% | +6.8% | +6.9% |
| 30D | +7.8% | +9.1% | -1.3% | +8.1% |
| 3M | -25.3% | +53.8% | -79.0% | -24.9% |
| 6M | -19.6% | +33.5% | -53.1% | -19.6% |
| YTD | +17.2% | -8.0% | +25.2% | +18.8% |
| 1Y | +114.1% | -28.7% | +142.8% | +118.3% |
| All | +66.8% | -8.1% | +74.8% | +69.3% |
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