+27.0%
LBRT vs CPAY
+49.5%
-22.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.2% | +4.8% |
| 7D | +6.9% | +0.6% | +6.4% | +6.6% |
| 30D | +7.8% | +3.6% | +4.2% | +6.0% |
| 3M | -25.3% | +16.6% | -41.9% | -30.9% |
| 6M | -19.6% | +29.5% | -49.0% | -30.3% |
| YTD | +17.2% | +35.3% | -18.1% | -2.8% |
| 1Y | +114.1% | +30.6% | +83.4% | +80.4% |
| 3Y | +27.0% | +49.7% | -22.7% | +3.1% |
| All | +27.0% | +49.5% | -22.5% | +3.1% |
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