+2,731.8%
CLS vs LBRT
+33.5%
+2,698.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +4.6% | +8.7% | -4.2% | +2.2% |
| 30D | -13.9% | +6.6% | -20.5% | -15.6% |
| 3M | -26.6% | -34.5% | +7.9% | -18.4% |
| 6M | +15.4% | -24.5% | +39.9% | +22.2% |
| YTD | +5.7% | +12.7% | -7.1% | -0.9% |
| 1Y | +41.1% | +94.8% | -53.7% | +12.5% |
| 3Y | +1,228.6% | +31.9% | +1,196.7% | +1,045.1% |
| 5Y | +3,240.6% | +111.8% | +3,128.8% | +2,276.6% |
| All | +2,731.8% | +33.5% | +2,698.4% | +1,401.5% |
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