-32.0%
CLX vs LBRT
+26.0%
-57.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.3% |
| 7D | -9.2% | +8.7% | -18.0% | -9.2% |
| 30D | -11.0% | +6.6% | -17.7% | -11.0% |
| 3M | +5.0% | -34.5% | +39.5% | +4.8% |
| 6M | -18.8% | -24.5% | +5.7% | -19.1% |
| YTD | -4.4% | +12.7% | -17.1% | -5.4% |
| 1Y | -21.9% | +94.8% | -116.7% | -23.9% |
| All | -32.0% | +26.0% | -57.9% | -34.4% |
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