+31.4%
LBRT vs CPB
-33.2%
+64.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +1.4% |
| 7D | +9.2% | -1.6% | +10.8% | +9.0% |
| 30D | -27.5% | +19.2% | -46.7% | -26.7% |
| 3M | -37.9% | -0.9% | -36.9% | -37.2% |
| 6M | -60.7% | +15.2% | -75.9% | -60.4% |
| YTD | -28.5% | -13.1% | -15.4% | -26.7% |
| 1Y | -13.2% | -22.4% | +9.2% | -9.7% |
| 3Y | -28.8% | -35.3% | +6.5% | -25.3% |
| All | +31.4% | -33.2% | +64.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling