+60.5%
LBRT vs CAI
-7.1%
+67.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +8.7% | -2.2% | +10.9% | +8.7% |
| 30D | +6.6% | +52.4% | -45.8% | +7.1% |
| 3M | -34.5% | +45.1% | -79.6% | -34.2% |
| 6M | -24.5% | +26.2% | -50.7% | -24.2% |
| YTD | +12.7% | -7.1% | +19.8% | +14.4% |
| 1Y | +94.8% | -31.0% | +125.9% | +99.4% |
| All | +60.5% | -7.1% | +67.6% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling