+70.9%
CCJ vs LBRT
-28.0%
+98.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.3% |
| 7D | +3.7% | -1.9% | +5.6% | +4.0% |
| 30D | -13.7% | -32.0% | +18.3% | -7.3% |
| 3M | -24.7% | -39.7% | +15.0% | -17.4% |
| 6M | -38.1% | -61.1% | +22.9% | -26.8% |
| YTD | -18.8% | -29.4% | +10.6% | -15.8% |
| 1Y | -19.5% | -24.5% | +4.9% | -17.6% |
| All | +70.9% | -28.0% | +98.9% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling