-21.5%
LBRT vs CPAY
+59.0%
-80.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.0% | -14.2% | -10.9% |
| 7D | -25.3% | +5.7% | -31.1% | -24.9% |
| 30D | -32.9% | +4.2% | -37.1% | -32.5% |
| 3M | -33.3% | +5.6% | -38.9% | -33.0% |
| 6M | -61.0% | +34.7% | -95.6% | -61.2% |
| YTD | -28.0% | +39.1% | -67.1% | -28.5% |
| 1Y | -21.5% | +60.3% | -81.8% | -23.8% |
| All | -21.5% | +59.0% | -80.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling