+30.0%
CL vs LBRT
+114.2%
-84.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.4% |
| 7D | -2.2% | +8.3% | -10.4% | -2.1% |
| 30D | -4.8% | +6.1% | -11.0% | -4.7% |
| 3M | +4.9% | -34.8% | +39.7% | +4.4% |
| 6M | -5.7% | -24.8% | +19.1% | -6.0% |
| YTD | +14.4% | +12.2% | +2.2% | +14.1% |
| 1Y | +8.7% | +94.0% | -85.2% | +8.3% |
| 3Y | +30.0% | +31.3% | -1.3% | +28.3% |
| All | +30.0% | +114.2% | -84.1% | +27.4% |
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