-52.9%
CCL vs LBRT
-15.3%
-37.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -1.2% | +9.2% | -10.4% | -3.9% |
| 30D | +13.1% | -27.5% | +40.7% | +22.9% |
| 3M | +3.4% | -37.9% | +41.3% | +17.0% |
| 6M | +18.7% | -60.7% | +79.4% | +51.6% |
| YTD | -2.3% | -28.5% | +26.2% | -0.3% |
| 1Y | +14.2% | -13.2% | +27.4% | +8.6% |
| 3Y | +133.6% | -28.8% | +162.4% | +117.6% |
| 5Y | +33.5% | +28.0% | +5.6% | -8.4% |
| All | -52.9% | -15.3% | -37.5% | -78.0% |
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 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