-25.4%
LBRT vs CLBK
+60.9%
-86.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +9.2% | +0.9% | +8.3% | +8.6% |
| 30D | -27.5% | +3.4% | -30.9% | -29.3% |
| 3M | -37.9% | -4.3% | -33.6% | -36.4% |
| 6M | -60.7% | +28.4% | -89.1% | -67.4% |
| YTD | -28.5% | +59.4% | -87.9% | -50.0% |
| 1Y | -13.2% | +64.8% | -78.0% | -40.9% |
| 3Y | -28.8% | +50.6% | -79.4% | -51.0% |
| 5Y | +28.0% | +28.3% | -0.3% | -13.8% |
| All | -25.4% | +60.9% | -86.3% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling