+971.9%
CCJ vs LBRT
+38.7%
+933.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +0.4% |
| 7D | +5.9% | +6.9% | -1.0% | +4.4% |
| 30D | +4.7% | +7.8% | -3.1% | +2.8% |
| 3M | -3.3% | -25.3% | +22.0% | +1.7% |
| 6M | -7.0% | -19.6% | +12.5% | -4.6% |
| YTD | +11.5% | +17.2% | -5.7% | +4.7% |
| 1Y | +32.3% | +114.1% | -81.8% | +6.7% |
| 3Y | +176.8% | +27.0% | +149.8% | +142.5% |
| 5Y | +351.8% | +128.3% | +223.5% | +241.1% |
| All | +971.9% | +38.7% | +933.2% | +684.8% |
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