+2,079.0%
CLS vs LBRT
-15.3%
+2,094.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +16.3% | +9.2% | +7.1% | +13.5% |
| 30D | -25.7% | -27.5% | +1.9% | -18.3% |
| 3M | -30.9% | -37.9% | +7.0% | -20.7% |
| 6M | -35.5% | -60.7% | +25.2% | -17.0% |
| YTD | -18.7% | -28.5% | +9.8% | -13.0% |
| 1Y | -17.9% | -13.2% | -4.7% | -16.3% |
| 3Y | +838.1% | -28.8% | +866.9% | +864.0% |
| 5Y | +1,971.9% | +28.0% | +1,943.9% | +1,621.8% |
| All | +2,079.0% | -15.3% | +2,094.3% | +1,218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling