+57.5%
CLF vs LBRT
-16.4%
+73.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.0% |
| 7D | +2.3% | -1.9% | +4.2% | +3.1% |
| 30D | +1.9% | -32.0% | +34.0% | +15.9% |
| 3M | +5.9% | -39.7% | +45.6% | +24.8% |
| 6M | +16.9% | -61.1% | +78.0% | +55.2% |
| YTD | -1.1% | -29.4% | +28.3% | +2.7% |
| 1Y | +28.8% | -24.5% | +53.3% | +29.8% |
| 3Y | -20.6% | -28.1% | +7.5% | -23.5% |
| 5Y | -41.5% | +23.9% | -65.4% | -56.6% |
| All | +57.5% | -16.4% | +73.9% | -5.1% |
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