-0.3%
CLX vs LBRT
-19.0%
+18.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.0% |
| 7D | +13.6% | -15.7% | +29.3% | +13.3% |
| 30D | +29.1% | -34.3% | +63.3% | +28.2% |
| 3M | +1.6% | -40.6% | +42.2% | +0.8% |
| 6M | +18.7% | -62.0% | +80.7% | +17.2% |
| YTD | +11.1% | -31.6% | +42.7% | +10.4% |
| 1Y | +7.0% | -25.8% | +32.8% | +6.5% |
| 3Y | -10.0% | -30.4% | +20.4% | -10.6% |
| 5Y | -22.6% | +18.7% | -41.3% | -21.9% |
| All | -0.3% | -19.0% | +18.7% | -1.4% |
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 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