-22.5%
LBRT vs CPB
-31.3%
+8.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.3% |
| 7D | -29.1% | +8.0% | -37.1% | -28.9% |
| 30D | -38.4% | +22.4% | -60.8% | -37.9% |
| 3M | -40.1% | +2.5% | -42.6% | -39.7% |
| 6M | -62.9% | +12.2% | -75.1% | -62.7% |
| YTD | -34.5% | -12.8% | -21.7% | -33.7% |
| 1Y | -30.2% | -19.2% | -11.0% | -29.0% |
| 3Y | -37.5% | -35.6% | -1.9% | -35.8% |
| 5Y | +7.6% | -31.4% | +39.0% | +11.0% |
| All | -22.5% | -31.3% | +8.8% | -15.7% |
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