+110.4%
CCEP vs LBRT
-41.2%
+151.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +14.9% | +0.9% |
| 7D | +5.7% | -34.8% | +40.5% | +4.9% |
| 30D | +15.3% | -43.6% | +58.9% | +14.4% |
| 3M | +8.0% | -41.2% | +49.3% | +7.1% |
| 6M | +26.7% | -66.1% | +92.8% | +26.0% |
| YTD | +30.7% | -37.9% | +68.6% | +28.7% |
| 1Y | +36.5% | -33.9% | +70.4% | +34.3% |
| All | +110.4% | -41.2% | +151.6% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling