-18.9%
LBRT vs CPAY
+57.5%
-76.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | -0.1% |
| 7D | +13.8% | +2.0% | +11.8% | +14.2% |
| 30D | -32.4% | +14.3% | -46.7% | -30.7% |
| 3M | -39.9% | +11.3% | -51.2% | -38.5% |
| 6M | -60.8% | +34.8% | -95.6% | -59.9% |
| YTD | -29.3% | +51.5% | -80.8% | -27.8% |
| 1Y | -18.9% | +59.0% | -77.9% | -16.7% |
| All | -18.9% | +57.5% | -76.4% | -16.7% |
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 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