-16.2%
LBRT vs CPB
-33.6%
+17.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.1% |
| 7D | +13.8% | -5.8% | +19.6% | +13.5% |
| 30D | -32.4% | +16.5% | -48.9% | -32.0% |
| 3M | -39.9% | -1.1% | -38.8% | -39.6% |
| 6M | -60.8% | +11.5% | -72.3% | -60.7% |
| YTD | -29.3% | -15.7% | -13.5% | -28.5% |
| 1Y | -18.9% | -24.7% | +5.8% | -17.5% |
| 3Y | -28.0% | -37.3% | +9.3% | -26.3% |
| 5Y | +26.6% | -35.0% | +61.6% | +30.3% |
| All | -16.2% | -33.6% | +17.4% | -9.1% |
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