+1,764.4%
CLS vs LBRT
-26.4%
+1,790.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -13.7% | +0.7% | -9.1% |
| 7D | -27.3% | -34.8% | +7.5% | -17.8% |
| 30D | -47.0% | -43.6% | -3.4% | -37.5% |
| 3M | -43.3% | -41.2% | -2.1% | -34.1% |
| 6M | -50.8% | -66.1% | +15.3% | -34.0% |
| YTD | -30.4% | -37.9% | +7.4% | -22.5% |
| 1Y | -41.7% | -33.9% | -7.8% | -35.9% |
| 3Y | +701.4% | -40.9% | +742.3% | +766.8% |
| 5Y | +1,767.8% | +2.1% | +1,765.6% | +1,551.5% |
| All | +1,764.4% | -26.4% | +1,790.8% | +1,073.8% |
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 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