+51.6%
CLF vs LBRT
-15.3%
+67.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +10.4% | +9.2% | +1.2% | +7.0% |
| 30D | +0.6% | -27.5% | +28.1% | +11.9% |
| 3M | +4.1% | -37.9% | +42.0% | +21.5% |
| 6M | +15.1% | -60.7% | +75.8% | +52.2% |
| YTD | -4.7% | -28.5% | +23.8% | -1.6% |
| 1Y | +20.4% | -13.2% | +33.6% | +15.6% |
| 3Y | -23.4% | -28.8% | +5.4% | -25.9% |
| 5Y | -43.3% | +28.0% | -71.2% | -58.4% |
| All | +51.6% | -15.3% | +67.0% | -9.1% |
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