+26.0%
LBRT vs CLBK
+64.7%
-38.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +4.0% |
| 7D | +10.2% | -1.5% | +11.6% | +11.2% |
| 30D | +4.9% | +6.7% | -1.8% | +0.1% |
| 3M | -21.2% | +21.2% | -42.4% | -31.6% |
| 6M | -19.9% | +42.0% | -61.9% | -38.4% |
| YTD | +20.8% | +63.3% | -42.5% | -16.5% |
| 1Y | +123.5% | +65.4% | +58.2% | +51.6% |
| 3Y | +30.9% | +52.5% | -21.5% | -10.7% |
| 5Y | +136.3% | +42.0% | +94.3% | +43.1% |
| All | +26.0% | +64.7% | -38.8% | -36.6% |
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