+33.5%
LBRT vs CPB
-36.5%
+70.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.0% |
| 7D | +8.3% | -8.6% | +16.8% | +8.2% |
| 30D | +6.1% | -7.2% | +13.4% | +6.1% |
| 3M | -34.8% | +0.9% | -35.6% | -34.8% |
| 6M | -24.8% | -11.8% | -13.0% | -24.6% |
| YTD | +12.2% | -19.4% | +31.6% | +12.9% |
| 1Y | +94.0% | -30.4% | +124.4% | +96.7% |
| 3Y | +31.3% | -40.2% | +71.4% | +33.7% |
| 5Y | +111.8% | -39.5% | +151.3% | +116.9% |
| All | +33.5% | -36.5% | +70.0% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling