+5.8%
CLF vs LBRT
-66.4%
+72.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -13.7% | +1.5% | -10.5% |
| 7D | -21.0% | -34.8% | +13.8% | -18.6% |
| 30D | -8.0% | -43.6% | +35.6% | -6.7% |
| 3M | -10.9% | -41.2% | +30.3% | -8.5% |
| 6M | +5.8% | -66.1% | +71.9% | +15.4% |
| All | +5.8% | -66.4% | +72.2% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling