-12.9%
CLX vs LBRT
-41.2%
+28.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +0.2% |
| 7D | +12.4% | -34.8% | +47.2% | +11.4% |
| 30D | +21.1% | -43.6% | +64.7% | +19.8% |
| 3M | -3.3% | -41.2% | +37.9% | -4.3% |
| 6M | +18.8% | -66.1% | +84.9% | +17.3% |
| YTD | +3.9% | -37.9% | +41.8% | +1.6% |
| 1Y | -3.8% | -33.9% | +30.1% | -6.1% |
| All | -12.9% | -41.2% | +28.2% | -17.7% |
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 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