+54.2%
CLF vs LBRT
-19.0%
+73.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +6.1% |
| 7D | -9.1% | -15.7% | +6.6% | -3.5% |
| 30D | -0.9% | -34.3% | +33.3% | +14.0% |
| 3M | +3.0% | -40.6% | +43.6% | +22.0% |
| 6M | +16.7% | -62.0% | +78.7% | +56.2% |
| YTD | -3.2% | -31.6% | +28.5% | +1.6% |
| 1Y | +24.6% | -25.8% | +50.4% | +26.3% |
| 3Y | -22.3% | -30.4% | +8.1% | -24.3% |
| 5Y | -41.2% | +18.7% | -59.9% | -55.7% |
| All | +54.2% | -19.0% | +73.2% | -6.1% |
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