+84.8%
CLSK vs LBRT
-27.9%
+112.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +8.1% | +4.1% | +9.2% |
| 7D | -3.4% | -11.9% | +8.6% | +2.1% |
| 30D | -34.2% | -31.9% | -2.2% | -24.5% |
| 3M | -43.8% | -34.9% | -9.0% | -34.9% |
| 6M | -51.3% | -60.7% | +9.3% | -35.3% |
| YTD | -31.7% | -29.2% | -2.5% | -27.6% |
| 1Y | -55.6% | -23.6% | -32.0% | -54.2% |
| All | +84.8% | -27.9% | +112.7% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling