+248.4%
CCEP vs LBRT
+33.5%
+214.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | -3.1% | +8.3% | -11.3% | -3.7% |
| 30D | -2.6% | +6.1% | -8.7% | -3.2% |
| 3M | +14.9% | -34.8% | +49.7% | +18.3% |
| 6M | +2.3% | -24.8% | +27.1% | +3.7% |
| YTD | +17.8% | +12.2% | +5.6% | +14.9% |
| 1Y | +24.2% | +94.0% | -69.8% | +14.1% |
| 3Y | +84.7% | +31.3% | +53.4% | +71.5% |
| 5Y | +103.2% | +111.8% | -8.6% | +72.6% |
| All | +248.4% | +33.5% | +214.9% | +160.7% |
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 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