+290.6%
CCEP vs LBRT
-15.3%
+306.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +2.1% | +9.2% | -7.1% | +1.4% |
| 30D | +10.6% | -27.5% | +38.1% | +12.8% |
| 3M | +10.3% | -37.9% | +48.2% | +13.7% |
| 6M | +31.1% | -60.7% | +91.8% | +39.5% |
| YTD | +32.1% | -28.5% | +60.6% | +32.6% |
| 1Y | +32.8% | -13.2% | +46.0% | +30.8% |
| 3Y | +111.3% | -28.8% | +140.1% | +105.9% |
| 5Y | +147.5% | +28.0% | +119.6% | +118.9% |
| All | +290.6% | -15.3% | +306.0% | +200.9% |
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