+172.8%
CCJ vs LBRT
+26.0%
+146.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.7% | +8.7% | -8.0% | -0.9% |
| 30D | +6.9% | +6.6% | +0.3% | +5.4% |
| 3M | -11.6% | -34.5% | +22.8% | -4.9% |
| 6M | -16.2% | -24.5% | +8.3% | -13.1% |
| YTD | +10.1% | +12.7% | -2.6% | +4.6% |
| 1Y | +32.3% | +94.8% | -62.6% | +10.6% |
| All | +172.8% | +26.0% | +146.9% | +156.1% |
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