-23.2%
LBRT vs CPB
-20.9%
-2.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +7.4% |
| 7D | -11.9% | +3.3% | -15.2% | -9.8% |
| 30D | -31.9% | +19.0% | -50.9% | -24.5% |
| 3M | -34.9% | +0.4% | -35.3% | -32.4% |
| 6M | -60.7% | +13.0% | -73.6% | -56.3% |
| YTD | -29.2% | -12.7% | -16.5% | -28.7% |
| All | -23.2% | -20.9% | -2.3% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling