+0.8%
LBRT vs CAI
-5.3%
+6.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +8.1% |
| 7D | -11.9% | -20.3% | +8.4% | -11.2% |
| 30D | -31.9% | -13.9% | -18.0% | -31.0% |
| 3M | -34.9% | +12.4% | -47.3% | -33.4% |
| 6M | -60.7% | +58.3% | -119.0% | -59.6% |
| YTD | -29.2% | -5.2% | -24.0% | -26.7% |
| 1Y | -23.6% | -0.2% | -23.5% | -21.1% |
| All | +0.8% | -5.3% | +6.1% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling