+125.5%
LBRT vs CPAY
+53.2%
+72.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.2% |
| 7D | +2.3% | -2.7% | +5.0% | +3.7% |
| 30D | -2.9% | +0.6% | -3.5% | -3.6% |
| 3M | -26.1% | +17.0% | -43.2% | -33.3% |
| 6M | -26.2% | +24.1% | -50.3% | -36.7% |
| YTD | +13.7% | +35.7% | -22.1% | -9.8% |
| 1Y | +93.6% | +34.0% | +59.6% | +53.8% |
| 3Y | +23.2% | +50.3% | -27.0% | -10.6% |
| 5Y | +125.5% | +56.7% | +68.9% | +64.2% |
| All | +125.5% | +53.2% | +72.4% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling