-20.8%
CCJ vs LBRT
-31.1%
+10.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.0% | +3.1% |
| 7D | -7.3% | -29.1% | +21.9% | -0.3% |
| 30D | -20.0% | -38.4% | +18.4% | -11.4% |
| 3M | -23.8% | -40.1% | +16.2% | -15.4% |
| 6M | -42.4% | -62.9% | +20.5% | -29.4% |
| YTD | -22.1% | -34.5% | +12.5% | -24.1% |
| 1Y | -20.8% | -30.2% | +9.4% | -26.2% |
| All | -20.8% | -31.1% | +10.3% | -26.2% |
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