-22.5%
CCJ vs LBRT
-27.7%
+5.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.5% |
| 7D | +0.4% | -15.7% | +16.1% | +4.0% |
| 30D | -17.2% | -34.3% | +17.0% | -9.7% |
| 3M | -25.1% | -40.6% | +15.5% | -16.7% |
| 6M | -37.6% | -62.0% | +24.4% | -23.8% |
| YTD | -20.4% | -31.6% | +11.3% | -23.6% |
| 1Y | -22.5% | -25.8% | +3.3% | -30.3% |
| All | -22.5% | -27.7% | +5.2% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling