-71.7%
CLSK vs LBRT
-16.4%
-55.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +4.4% |
| 7D | +1.6% | -1.9% | +3.5% | +2.6% |
| 30D | -32.9% | -32.0% | -0.9% | -26.5% |
| 3M | -40.0% | -39.7% | -0.3% | -32.7% |
| 6M | -51.7% | -61.1% | +9.4% | -41.4% |
| YTD | -31.7% | -29.4% | -2.3% | -27.8% |
| 1Y | -50.8% | -24.5% | -26.3% | -48.6% |
| 3Y | +84.8% | -28.1% | +112.9% | +88.4% |
| 5Y | -67.8% | +23.9% | -91.7% | -70.6% |
| All | -71.7% | -16.4% | -55.3% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling