+42.8%
CL vs LBRT
+1.0%
+41.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | -0.4% |
| 7D | +5.9% | -34.8% | +40.7% | +4.9% |
| 30D | +13.8% | -43.6% | +57.3% | +12.4% |
| 3M | +6.4% | -41.2% | +47.6% | +5.2% |
| 6M | +15.6% | -66.1% | +81.7% | +13.6% |
| YTD | +27.9% | -37.9% | +65.8% | +26.0% |
| 1Y | +31.4% | -33.9% | +65.3% | +29.5% |
| 3Y | +41.4% | -40.9% | +82.2% | +38.4% |
| 5Y | +42.8% | +2.1% | +40.7% | +42.0% |
| All | +42.8% | +1.0% | +41.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling