+1,763.7%
CLS vs LBRT
+6.0%
+1,757.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.2% |
| 7D | -22.2% | -29.1% | +7.0% | -13.3% |
| 30D | -44.4% | -38.4% | -6.0% | -35.3% |
| 3M | -34.3% | -40.1% | +5.8% | -23.0% |
| 6M | -50.1% | -62.9% | +12.8% | -33.8% |
| YTD | -30.1% | -34.5% | +4.4% | -22.8% |
| 1Y | -39.3% | -30.2% | -9.1% | -34.0% |
| 3Y | +732.7% | -37.5% | +770.2% | +788.3% |
| All | +1,763.7% | +6.0% | +1,757.7% | +1,590.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling