+46.7%
CL vs LBRT
+33.5%
+13.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -2.2% | +8.3% | -10.4% | -2.3% |
| 30D | -4.8% | +6.1% | -11.0% | -4.9% |
| 3M | +4.9% | -34.8% | +39.7% | +5.6% |
| 6M | -5.7% | -24.8% | +19.1% | -5.5% |
| YTD | +14.4% | +12.2% | +2.2% | +13.5% |
| 1Y | +8.7% | +94.0% | -85.2% | +6.2% |
| 3Y | +30.0% | +31.3% | -1.3% | +27.0% |
| 5Y | +28.4% | +111.8% | -83.5% | +22.0% |
| All | +46.7% | +33.5% | +13.2% | +28.1% |
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