+60.4%
CL vs LBRT
-22.5%
+82.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.5% | -2.2% |
| 7D | +1.3% | -29.1% | +30.5% | +1.7% |
| 30D | +11.4% | -38.4% | +49.7% | +12.0% |
| 3M | +4.4% | -40.1% | +44.5% | +5.0% |
| 6M | +10.8% | -62.9% | +73.7% | +12.2% |
| YTD | +25.1% | -34.5% | +59.7% | +25.0% |
| 1Y | +28.0% | -30.2% | +58.2% | +27.5% |
| 3Y | +37.6% | -37.5% | +75.1% | +36.3% |
| 5Y | +39.7% | +7.6% | +32.1% | +34.5% |
| All | +60.4% | -22.5% | +82.9% | +41.0% |
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