+1,225.8%
CLS vs LBRT
+26.0%
+1,199.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +4.6% | +8.7% | -4.2% | +1.8% |
| 30D | -13.9% | +6.6% | -20.5% | -16.0% |
| 3M | -26.6% | -34.5% | +7.9% | -17.1% |
| 6M | +15.4% | -24.5% | +39.9% | +23.1% |
| YTD | +5.7% | +12.7% | -7.1% | -3.2% |
| 1Y | +41.1% | +94.8% | -53.7% | +5.0% |
| All | +1,225.8% | +26.0% | +1,199.8% | +1,062.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling