-35.1%
CLF vs LBRT
-41.2%
+6.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -13.7% | +1.5% | -8.3% |
| 7D | -21.0% | -34.8% | +13.8% | -11.2% |
| 30D | -8.0% | -43.6% | +35.6% | +7.3% |
| 3M | -10.9% | -41.2% | +30.3% | +2.4% |
| 6M | +5.8% | -66.1% | +71.9% | +40.0% |
| YTD | -15.1% | -37.9% | +22.7% | -13.0% |
| 1Y | +7.2% | -33.9% | +41.1% | +6.6% |
| All | -35.1% | -41.2% | +6.1% | -37.6% |
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