-19.0%
LBRT vs CPB
-32.0%
+13.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.5% |
| 7D | -15.7% | +2.9% | -18.5% | -15.5% |
| 30D | -34.3% | +17.6% | -51.9% | -33.8% |
| 3M | -40.6% | +2.0% | -42.7% | -40.3% |
| 6M | -62.0% | +11.6% | -73.6% | -61.8% |
| YTD | -31.6% | -13.8% | -17.9% | -30.8% |
| 1Y | -25.8% | -21.6% | -4.2% | -24.5% |
| 3Y | -30.4% | -35.8% | +5.4% | -28.7% |
| 5Y | +18.7% | -33.3% | +52.0% | +22.3% |
| All | -19.0% | -32.0% | +13.0% | -12.0% |
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