-52.5%
CCL vs LBRT
-22.5%
-30.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.7% |
| 7D | +2.6% | -29.1% | +31.7% | +12.7% |
| 30D | +13.1% | -38.4% | +51.5% | +29.3% |
| 3M | +3.3% | -40.1% | +43.3% | +18.0% |
| 6M | +8.7% | -62.9% | +71.6% | +41.2% |
| YTD | -1.6% | -34.5% | +32.9% | +3.2% |
| 1Y | +14.0% | -30.2% | +44.2% | +16.3% |
| 3Y | +145.1% | -37.5% | +182.6% | +138.1% |
| 5Y | +21.2% | +7.6% | +13.6% | -11.7% |
| All | -52.5% | -22.5% | -30.1% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling