+2,203.1%
CLS vs LBRT
-16.2%
+2,219.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +23.5% | +13.8% | +9.7% | +19.1% |
| 30D | -28.9% | -32.4% | +3.5% | -20.3% |
| 3M | -25.2% | -39.9% | +14.7% | -13.4% |
| 6M | -32.1% | -60.8% | +28.7% | -12.5% |
| YTD | -14.1% | -29.3% | +15.2% | -7.8% |
| 1Y | -24.1% | -18.9% | -5.2% | -21.1% |
| 3Y | +897.0% | -28.0% | +925.0% | +922.1% |
| 5Y | +2,089.9% | +26.6% | +2,063.3% | +1,725.9% |
| All | +2,203.1% | -16.2% | +2,219.3% | +1,297.8% |
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 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