-10.1%
CLX vs LBRT
-28.3%
+18.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +5.7% |
| 7D | +17.4% | -11.9% | +29.3% | +17.0% |
| 30D | +27.8% | -31.9% | +59.7% | +26.9% |
| 3M | +3.0% | -34.9% | +37.9% | +2.3% |
| 6M | +17.5% | -60.7% | +78.2% | +16.5% |
| YTD | +10.0% | -29.2% | +39.2% | +7.8% |
| 1Y | +3.3% | -23.6% | +26.9% | +1.1% |
| 3Y | -10.1% | -26.8% | +16.7% | -15.1% |
| All | -10.1% | -28.3% | +18.2% | -15.1% |
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