+282.6%
CCEP vs LBRT
-22.5%
+305.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.4% |
| 7D | +2.6% | -29.1% | +31.7% | +4.9% |
| 30D | +15.1% | -38.4% | +53.5% | +18.9% |
| 3M | +7.3% | -40.1% | +47.3% | +10.8% |
| 6M | +23.4% | -62.9% | +86.3% | +31.9% |
| YTD | +29.4% | -34.5% | +63.9% | +30.8% |
| 1Y | +34.2% | -30.2% | +64.4% | +34.6% |
| 3Y | +108.4% | -37.5% | +145.8% | +105.2% |
| 5Y | +147.3% | +7.6% | +139.7% | +122.3% |
| All | +282.6% | -22.5% | +305.0% | +196.7% |
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