-28.8%
LBRT vs CLBK
+54.0%
-82.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +9.2% | +0.9% | +8.3% | +8.8% |
| 30D | -27.5% | +3.4% | -30.9% | -28.7% |
| 3M | -37.9% | -4.3% | -33.6% | -36.8% |
| 6M | -60.7% | +28.4% | -89.1% | -65.3% |
| YTD | -28.5% | +59.4% | -87.9% | -44.2% |
| 1Y | -13.2% | +64.8% | -78.0% | -33.5% |
| 3Y | -28.8% | +50.6% | -79.4% | -44.8% |
| All | -28.8% | +54.0% | -82.7% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling