-26.4%
LBRT vs CAPR
-48.2%
+21.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.6% | -10.1% | -13.5% |
| 7D | -34.8% | +29.7% | -64.5% | -35.9% |
| 30D | -43.6% | +11.0% | -54.6% | -44.2% |
| 3M | -41.2% | +118.8% | -160.1% | -44.8% |
| 6M | -66.1% | -73.9% | +7.8% | -65.1% |
| YTD | -37.9% | -70.2% | +32.3% | -36.8% |
| 1Y | -33.9% | +38.3% | -72.1% | -47.3% |
| 3Y | -40.9% | +199.7% | -240.5% | -62.4% |
| 5Y | +2.1% | +130.6% | -128.5% | -37.6% |
| All | -26.4% | -48.2% | +21.8% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling