+1,773.8%
CLS vs LBRT
-22.5%
+1,796.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.0% |
| 7D | -22.2% | -29.1% | +7.0% | -14.1% |
| 30D | -44.4% | -38.4% | -6.0% | -36.0% |
| 3M | -34.3% | -40.1% | +5.8% | -23.9% |
| 6M | -50.1% | -62.9% | +12.8% | -34.7% |
| YTD | -30.1% | -34.5% | +4.4% | -23.3% |
| 1Y | -39.3% | -30.2% | -9.1% | -34.4% |
| 3Y | +732.7% | -37.5% | +770.2% | +786.1% |
| 5Y | +1,777.2% | +7.6% | +1,769.6% | +1,534.5% |
| All | +1,773.8% | -22.5% | +1,796.3% | +1,061.7% |
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