+33.5%
LBRT vs CPAY
+106.8%
-73.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +8.7% | +2.1% | +6.7% | +7.1% |
| 30D | +6.6% | +5.5% | +1.1% | +2.4% |
| 3M | -34.5% | +16.6% | -51.0% | -42.2% |
| 6M | -24.5% | +26.7% | -51.2% | -38.7% |
| YTD | +12.7% | +38.4% | -25.6% | -16.5% |
| 1Y | +94.8% | +30.1% | +64.7% | +49.5% |
| 3Y | +31.9% | +52.6% | -20.7% | -13.3% |
| 5Y | +111.8% | +59.0% | +52.9% | +31.6% |
| All | +33.5% | +106.8% | -73.3% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling