-48.0%
CLSK vs LBRT
+33.5%
-81.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +8.8% | +8.7% | +0.1% | +6.9% |
| 30D | -6.0% | +6.6% | -12.6% | -7.4% |
| 3M | -24.4% | -34.5% | +10.1% | -18.3% |
| 6M | +19.0% | -24.5% | +43.5% | +23.5% |
| YTD | +25.4% | +12.7% | +12.7% | +19.1% |
| 1Y | +39.8% | +94.8% | -55.1% | +17.6% |
| 3Y | +177.7% | +31.9% | +145.8% | +147.6% |
| 5Y | -11.0% | +111.8% | -122.8% | -27.5% |
| All | -48.0% | +33.5% | -81.5% | -54.8% |
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