-26.2%
LBRT vs CLBK
+62.9%
-89.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +6.0% | +6.7% |
| 7D | -11.9% | +1.8% | -13.7% | -12.8% |
| 30D | -31.9% | +5.1% | -37.0% | -34.4% |
| 3M | -34.9% | +5.2% | -40.0% | -37.5% |
| 6M | -60.7% | +28.6% | -89.2% | -67.4% |
| YTD | -29.2% | +61.4% | -90.6% | -50.9% |
| 1Y | -23.6% | +64.7% | -88.3% | -47.9% |
| 3Y | -26.8% | +55.1% | -82.0% | -50.8% |
| 5Y | +16.3% | +28.4% | -12.0% | -21.1% |
| All | -26.2% | +62.9% | -89.0% | -62.7% |
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