+649.5%
CCJ vs LBRT
-22.5%
+672.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.0% | +3.2% |
| 7D | -7.3% | -29.1% | +21.9% | -0.4% |
| 30D | -20.0% | -38.4% | +18.4% | -11.4% |
| 3M | -23.8% | -40.1% | +16.2% | -15.5% |
| 6M | -42.4% | -62.9% | +20.5% | -29.8% |
| YTD | -22.1% | -34.5% | +12.5% | -17.3% |
| 1Y | -20.8% | -30.2% | +9.4% | -17.2% |
| 3Y | +75.7% | -37.5% | +113.2% | +79.1% |
| 5Y | +167.4% | +7.6% | +159.8% | +135.7% |
| All | +649.5% | -22.5% | +672.0% | +519.7% |
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 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