-29.6%
CLS vs LBRT
-25.0%
-4.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -11.2% | +2.2% | -4.4% |
| 7D | -21.1% | -25.3% | +4.2% | -11.3% |
| 30D | -38.2% | -32.9% | -5.4% | -27.8% |
| 3M | -36.3% | -33.3% | -3.0% | -25.5% |
| 6M | -43.8% | -61.0% | +17.1% | -24.6% |
| YTD | -20.0% | -28.0% | +8.0% | -24.2% |
| 1Y | -29.6% | -21.5% | -8.1% | -38.8% |
| All | -29.6% | -25.0% | -4.6% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling