-52.3%
CCL vs LBRT
-22.5%
-29.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.2% |
| 7D | +3.1% | -29.1% | +32.3% | +13.3% |
| 30D | +13.7% | -38.4% | +52.1% | +29.9% |
| 3M | +3.8% | -40.1% | +43.9% | +18.6% |
| 6M | +9.3% | -62.9% | +72.2% | +41.9% |
| YTD | -1.1% | -34.5% | +33.4% | +3.7% |
| 1Y | +14.6% | -30.2% | +44.8% | +16.9% |
| 3Y | +146.4% | -37.5% | +183.9% | +139.3% |
| 5Y | +21.9% | +7.6% | +14.3% | -11.2% |
| All | -52.3% | -22.5% | -29.8% | -77.1% |
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 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