-37.5%
LBRT vs CAPR
+214.7%
-252.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.7% | +0.7% | +5.3% |
| 7D | -29.1% | +41.1% | -70.2% | -29.5% |
| 30D | -38.4% | +11.1% | -49.5% | -38.5% |
| 3M | -40.1% | +115.3% | -155.4% | -40.9% |
| 6M | -62.9% | -73.8% | +10.9% | -62.6% |
| YTD | -34.5% | -68.8% | +34.3% | -34.2% |
| 1Y | -30.2% | +43.3% | -73.5% | -33.4% |
| 3Y | -37.5% | +214.7% | -252.2% | -44.9% |
| All | -37.5% | +214.7% | -252.2% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling