+346.1%
CCJ vs LBRT
+115.1%
+231.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +0.7% | +8.7% | -8.0% | -1.6% |
| 30D | +6.9% | +6.6% | +0.3% | +4.7% |
| 3M | -11.6% | -34.5% | +22.8% | -2.3% |
| 6M | -16.2% | -24.5% | +8.3% | -12.1% |
| YTD | +10.1% | +12.7% | -2.6% | +2.2% |
| 1Y | +32.3% | +94.8% | -62.6% | +1.6% |
| 3Y | +171.3% | +31.9% | +139.4% | +121.8% |
| All | +346.1% | +115.1% | +231.0% | +194.3% |
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 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