-16.2%
LBRT vs CAPR
-40.7%
+24.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.4% | -1.3% | +7.6% |
| 7D | -11.9% | +36.0% | -48.0% | -13.5% |
| 30D | -31.9% | +25.8% | -57.7% | -33.1% |
| 3M | -34.9% | +140.8% | -175.7% | -39.1% |
| 6M | -60.7% | -67.6% | +6.9% | -60.0% |
| YTD | -29.2% | -65.9% | +36.7% | -28.6% |
| 1Y | -23.6% | +66.1% | -89.7% | -39.8% |
| 3Y | -26.8% | +256.9% | -283.7% | -54.0% |
| 5Y | +16.3% | +172.1% | -155.8% | -29.7% |
| All | -16.2% | -40.7% | +24.5% | -60.5% |
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