-15.3%
LBRT vs CAPR
-42.6%
+27.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.5% |
| 7D | +9.2% | +5.9% | +3.3% | +8.7% |
| 30D | -27.5% | +44.6% | -72.1% | -29.4% |
| 3M | -37.9% | +126.4% | -164.3% | -41.8% |
| 6M | -60.7% | -68.6% | +7.9% | -60.0% |
| YTD | -28.5% | -67.0% | +38.5% | -27.9% |
| 1Y | -13.2% | +65.2% | -78.4% | -31.8% |
| 3Y | -28.8% | +235.6% | -264.3% | -55.1% |
| 5Y | +28.0% | +175.4% | -147.5% | -23.1% |
| All | -15.3% | -42.6% | +27.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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