+33.9%
CCL vs LBRT
+28.1%
+5.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -1.2% | +9.2% | -10.4% | -3.0% |
| 30D | +13.1% | -27.5% | +40.7% | +19.5% |
| 3M | +3.4% | -37.9% | +41.3% | +12.4% |
| 6M | +18.7% | -60.7% | +79.4% | +40.9% |
| YTD | -2.3% | -28.5% | +26.2% | -2.2% |
| 1Y | +14.2% | -13.2% | +27.4% | +8.4% |
| 3Y | +133.6% | -28.8% | +162.4% | +117.2% |
| All | +33.9% | +28.1% | +5.8% | -5.8% |
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 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