+287.1%
CCEP vs LBRT
-16.2%
+303.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.1% | -6.9% | +0.6% |
| 7D | +1.7% | -11.9% | +13.6% | +2.4% |
| 30D | +12.7% | -31.9% | +44.6% | +15.5% |
| 3M | +8.5% | -34.9% | +43.4% | +11.3% |
| 6M | +25.6% | -60.7% | +86.2% | +33.6% |
| YTD | +30.9% | -29.2% | +60.1% | +31.5% |
| 1Y | +32.0% | -23.6% | +55.6% | +31.4% |
| 3Y | +110.9% | -26.8% | +137.8% | +104.8% |
| 5Y | +138.5% | +16.3% | +122.1% | +113.1% |
| All | +287.1% | -16.2% | +303.2% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling