+33.5%
LBRT vs CPB
-36.5%
+70.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.4% |
| 7D | +8.7% | -8.6% | +17.3% | +8.6% |
| 30D | +6.6% | -7.2% | +13.8% | +6.5% |
| 3M | -34.5% | +0.9% | -35.4% | -34.5% |
| 6M | -24.5% | -11.8% | -12.7% | -24.3% |
| YTD | +12.7% | -19.4% | +32.1% | +13.4% |
| 1Y | +94.8% | -30.4% | +125.2% | +97.6% |
| 3Y | +31.9% | -40.2% | +72.0% | +34.3% |
| 5Y | +111.8% | -39.5% | +151.3% | +116.9% |
| All | +33.5% | -36.5% | +70.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling