+163.9%
CCJ vs LBRT
+28.1%
+135.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.8% |
| 7D | -0.8% | +9.2% | -10.0% | -3.1% |
| 30D | -13.2% | -27.5% | +14.3% | -6.0% |
| 3M | -27.6% | -37.9% | +10.2% | -18.6% |
| 6M | -38.7% | -60.7% | +22.0% | -23.0% |
| YTD | -22.7% | -28.5% | +5.8% | -19.5% |
| 1Y | -17.6% | -13.2% | -4.4% | -18.8% |
| 3Y | +62.7% | -28.8% | +91.5% | +59.9% |
| All | +163.9% | +28.1% | +135.9% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling