+1,921.0%
CLS vs LBRT
-16.2%
+1,937.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.1% | -0.3% | +5.5% |
| 7D | -10.6% | -11.9% | +1.4% | -7.0% |
| 30D | -38.4% | -31.9% | -6.5% | -31.1% |
| 3M | -29.9% | -34.9% | +5.0% | -20.7% |
| 6M | -40.6% | -60.7% | +20.0% | -23.6% |
| YTD | -24.6% | -29.2% | +4.6% | -19.1% |
| 1Y | -30.8% | -23.6% | -7.2% | -27.0% |
| 3Y | +811.7% | -26.8% | +838.6% | +830.7% |
| 5Y | +1,838.4% | +16.3% | +1,822.1% | +1,551.6% |
| All | +1,921.0% | -16.2% | +1,937.2% | +1,126.0% |
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