-37.5%
LBRT vs CPB
-36.0%
-1.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.1% |
| 7D | -29.1% | +8.0% | -37.1% | -27.6% |
| 30D | -38.4% | +22.4% | -60.8% | -35.4% |
| 3M | -40.1% | +2.5% | -42.6% | -38.6% |
| 6M | -62.9% | +12.2% | -75.1% | -61.5% |
| YTD | -34.5% | -12.8% | -21.7% | -32.7% |
| 1Y | -30.2% | -19.2% | -11.0% | -28.0% |
| 3Y | -37.5% | -35.6% | -1.9% | -31.4% |
| All | -37.5% | -36.0% | -1.5% | -31.4% |
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