-29.7%
LBRT vs CPB
-36.4%
+6.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.0% |
| 7D | -1.9% | -4.1% | +2.2% | -2.8% |
| 30D | -32.0% | +16.9% | -49.0% | -29.4% |
| 3M | -39.7% | -0.6% | -39.1% | -38.7% |
| 6M | -61.1% | +11.4% | -72.5% | -59.8% |
| YTD | -29.4% | -14.8% | -14.5% | -27.9% |
| 1Y | -24.5% | -24.8% | +0.3% | -22.4% |
| All | -29.7% | -36.4% | +6.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling