+6.5%
LBRT vs CLBK
+24.6%
-18.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.0% |
| 7D | -29.1% | +0.6% | -29.8% | -29.3% |
| 30D | -38.4% | +2.9% | -41.3% | -39.2% |
| 3M | -40.1% | +3.0% | -43.0% | -40.9% |
| 6M | -62.9% | +27.3% | -90.2% | -66.6% |
| YTD | -34.5% | +58.0% | -92.5% | -46.6% |
| 1Y | -30.2% | +62.4% | -92.6% | -43.7% |
| 3Y | -37.5% | +46.9% | -84.4% | -48.5% |
| All | +6.5% | +24.6% | -18.0% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling