-51.4%
CLF vs LBRT
+6.0%
-57.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | 0.0% |
| 7D | -19.6% | -29.1% | +9.6% | -10.8% |
| 30D | -5.0% | -38.4% | +33.4% | +9.9% |
| 3M | -6.3% | -40.1% | +33.8% | +8.8% |
| 6M | +2.8% | -62.9% | +65.7% | +35.5% |
| YTD | -13.7% | -34.5% | +20.8% | -10.4% |
| 1Y | +13.6% | -30.2% | +43.8% | +14.5% |
| 3Y | -34.0% | -37.5% | +3.5% | -35.1% |
| All | -51.4% | +6.0% | -57.4% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling