-52.5%
CCL vs LBRT
-26.4%
-26.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -13.7% | +8.2% | -1.3% |
| 7D | +2.6% | -34.8% | +37.4% | +15.7% |
| 30D | +11.3% | -43.6% | +54.9% | +30.8% |
| 3M | +0.3% | -41.2% | +41.5% | +15.2% |
| 6M | +16.1% | -66.1% | +82.2% | +55.1% |
| YTD | -1.6% | -37.9% | +36.3% | +4.9% |
| 1Y | +11.8% | -33.9% | +45.6% | +16.0% |
| 3Y | +139.6% | -40.9% | +180.4% | +136.9% |
| 5Y | +21.3% | +2.1% | +19.2% | -10.2% |
| All | -52.5% | -26.4% | -26.1% | -76.9% |
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