+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 all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +4.6% | +8.3% | -3.7% | +2.3% |
| 30D | -13.9% | +6.1% | -20.0% | -15.5% |
| 3M | -26.6% | -34.8% | +8.2% | -18.3% |
| 6M | +15.4% | -24.8% | +40.2% | +22.4% |
| YTD | +5.7% | +12.2% | -6.6% | -0.8% |
| 1Y | +41.1% | +94.0% | -52.9% | +12.6% |
| 3Y | +1,228.6% | +31.3% | +1,197.3% | +1,046.5% |
| 5Y | +3,240.6% | +111.8% | +3,128.8% | +2,276.7% |
| All | +2,731.8% | +33.5% | +2,698.4% | +1,401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling