+286.4%
CCEP vs LBRT
-26.4%
+312.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +14.9% | +2.3% |
| 7D | +5.7% | -34.8% | +40.5% | +8.9% |
| 30D | +15.3% | -43.6% | +58.9% | +19.9% |
| 3M | +8.0% | -41.2% | +49.3% | +11.7% |
| 6M | +26.7% | -66.1% | +92.8% | +36.4% |
| YTD | +30.7% | -37.9% | +68.6% | +32.6% |
| 1Y | +36.5% | -33.9% | +70.4% | +37.5% |
| 3Y | +111.1% | -40.9% | +152.0% | +108.8% |
| 5Y | +149.7% | +2.1% | +147.6% | +125.4% |
| All | +286.4% | -26.4% | +312.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling