+35.9%
LBRT vs CPAY
+102.7%
-66.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +1.8% | -2.0% | +3.8% | +3.0% |
| 30D | -2.5% | -0.4% | -2.1% | -2.8% |
| 3M | -24.9% | +16.4% | -41.2% | -33.8% |
| 6M | -29.5% | +23.5% | -53.0% | -41.9% |
| YTD | +14.7% | +35.7% | -20.9% | -14.0% |
| 1Y | +91.7% | +30.2% | +61.6% | +46.9% |
| 3Y | +24.6% | +49.7% | -25.1% | -17.1% |
| 5Y | +127.7% | +56.6% | +71.1% | +42.8% |
| All | +35.9% | +102.7% | -66.8% | -31.9% |
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