-50.3%
CCL vs LBRT
-16.2%
-34.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -4.0% | +1.7% |
| 7D | +3.1% | -11.9% | +15.0% | +6.3% |
| 30D | +17.5% | -31.9% | +49.5% | +30.2% |
| 3M | +6.8% | -34.9% | +41.7% | +18.9% |
| 6M | +18.7% | -60.7% | +79.4% | +51.6% |
| YTD | +3.0% | -29.2% | +32.2% | +5.4% |
| 1Y | +17.7% | -23.6% | +41.3% | +16.7% |
| 3Y | +155.6% | -26.8% | +182.4% | +135.9% |
| 5Y | +30.2% | +16.3% | +13.9% | -7.4% |
| All | -50.3% | -16.2% | -34.1% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling