-6.5%
CLX vs LBRT
-22.5%
+15.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | +0.4% |
| 7D | +13.6% | -29.1% | +42.7% | +13.0% |
| 30D | +23.4% | -38.4% | +61.7% | +22.5% |
| 3M | -2.8% | -40.1% | +37.2% | -3.6% |
| 6M | +14.0% | -62.9% | +76.9% | +12.5% |
| YTD | +4.2% | -34.5% | +38.7% | +3.5% |
| 1Y | -1.2% | -30.2% | +29.0% | -1.8% |
| 3Y | -12.7% | -37.5% | +24.8% | -13.4% |
| 5Y | -26.5% | +7.6% | -34.1% | -25.9% |
| All | -6.5% | -22.5% | +15.9% | -7.6% |
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