-16.2%
LBRT vs CPB
-31.2%
+15.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.1% |
| 7D | -11.9% | +3.3% | -15.2% | -11.7% |
| 30D | -31.9% | +19.0% | -50.9% | -31.5% |
| 3M | -34.9% | +0.4% | -35.3% | -34.5% |
| 6M | -60.7% | +13.0% | -73.6% | -60.5% |
| YTD | -29.2% | -12.7% | -16.5% | -28.3% |
| 1Y | -23.6% | -20.9% | -2.7% | -22.3% |
| 3Y | -26.8% | -35.4% | +8.6% | -25.0% |
| 5Y | +16.3% | -32.3% | +48.6% | +19.9% |
| All | -16.2% | -31.2% | +15.0% | -8.9% |
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