+33.5%
LBRT vs CAPR
-43.4%
+76.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +8.3% | -2.0% | +10.2% | +8.4% |
| 30D | +6.1% | +139.2% | -133.1% | 0.0% |
| 3M | -34.8% | -66.4% | +31.6% | -33.3% |
| 6M | -24.8% | -63.1% | +38.3% | -23.8% |
| YTD | +12.2% | -67.4% | +79.7% | +14.3% |
| 1Y | +94.0% | +58.2% | +35.7% | +53.5% |
| 3Y | +31.3% | +42.2% | -10.9% | -9.3% |
| 5Y | +111.8% | +87.3% | +24.6% | +33.5% |
| All | +33.5% | -43.4% | +76.8% | -36.6% |
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