+109.8%
LBRT vs CLBK
+42.8%
+67.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | +1.2% | +7.5% | +8.2% |
| 30D | +6.6% | +9.1% | -2.5% | +2.8% |
| 3M | -34.5% | +27.7% | -62.2% | -41.0% |
| 6M | -24.5% | +40.8% | -65.3% | -35.1% |
| YTD | +12.7% | +66.4% | -53.7% | -10.3% |
| 1Y | +94.8% | +72.4% | +22.5% | +51.8% |
| 3Y | +31.9% | +50.7% | -18.8% | +6.8% |
| All | +109.8% | +42.8% | +67.0% | +49.9% |
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