+109.8%
LBRT vs CAPR
+84.7%
+25.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +8.7% | -2.0% | +10.7% | +8.8% |
| 30D | +6.6% | +139.2% | -132.6% | +4.5% |
| 3M | -34.5% | -66.4% | +31.9% | -34.0% |
| 6M | -24.5% | -63.1% | +38.6% | -24.1% |
| YTD | +12.7% | -67.4% | +80.2% | +13.4% |
| 1Y | +94.8% | +58.2% | +36.6% | +81.7% |
| 3Y | +31.9% | +42.2% | -10.3% | +13.8% |
| All | +109.8% | +84.7% | +25.1% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling