-28.8%
LBRT vs CPAY
+101.0%
-129.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +9.2% | +1.6% | +7.6% | +8.6% |
| 30D | -27.5% | +17.6% | -45.1% | -32.2% |
| 3M | -37.9% | +8.7% | -46.6% | -40.2% |
| 6M | -60.7% | +39.5% | -100.2% | -66.5% |
| YTD | -28.5% | +53.6% | -82.1% | -44.0% |
| 1Y | -13.2% | +63.3% | -76.5% | -34.9% |
| 3Y | -28.8% | +101.7% | -130.5% | -50.7% |
| All | -28.8% | +101.0% | -129.8% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling