+62.7%
CL vs LBRT
-16.2%
+78.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.7% | +1.3% |
| 7D | +0.5% | -11.9% | +12.4% | +0.6% |
| 30D | +11.6% | -31.9% | +43.5% | +12.1% |
| 3M | +5.6% | -34.9% | +40.5% | +6.1% |
| 6M | +13.2% | -60.7% | +73.8% | +14.6% |
| YTD | +26.9% | -29.2% | +56.1% | +26.6% |
| 1Y | +27.3% | -23.6% | +51.0% | +26.7% |
| 3Y | +39.7% | -26.8% | +66.6% | +37.9% |
| 5Y | +41.3% | +16.3% | +25.0% | +36.0% |
| All | +62.7% | -16.2% | +78.9% | +42.9% |
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 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