-16.2%
LBRT vs CPAY
+126.4%
-142.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +1.0% |
| 7D | +13.8% | +2.0% | +11.8% | +12.4% |
| 30D | -32.4% | +14.3% | -46.7% | -39.2% |
| 3M | -39.9% | +11.3% | -51.2% | -45.3% |
| 6M | -60.8% | +34.8% | -95.6% | -69.5% |
| YTD | -29.3% | +51.5% | -80.8% | -51.6% |
| 1Y | -18.9% | +59.0% | -77.9% | -46.7% |
| 3Y | -28.0% | +97.2% | -125.2% | -61.5% |
| 5Y | +26.6% | +88.8% | -62.2% | -32.4% |
| All | -16.2% | +126.4% | -142.7% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling