-17.5%
CLF vs LBRT
+25.4%
-43.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +7.6% | +8.3% | -0.7% | +5.3% |
| 30D | -1.2% | +6.1% | -7.3% | -2.8% |
| 3M | -13.4% | -34.8% | +21.4% | -3.8% |
| 6M | +15.4% | -24.8% | +40.2% | +19.9% |
| YTD | -5.9% | +12.2% | -18.1% | -17.3% |
| 1Y | +18.8% | +94.0% | -75.2% | -18.7% |
| All | -17.5% | +25.4% | -43.0% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling