+22.2%
LBRT vs CLBK
+66.9%
-44.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.3% |
| 7D | +6.9% | +1.1% | +5.8% | +6.1% |
| 30D | +7.8% | +7.8% | 0.0% | +2.3% |
| 3M | -25.3% | +23.9% | -49.1% | -36.1% |
| 6M | -19.6% | +42.3% | -61.9% | -38.2% |
| YTD | +17.2% | +65.4% | -48.2% | -19.7% |
| 1Y | +114.1% | +70.3% | +43.8% | +42.2% |
| 3Y | +27.0% | +54.5% | -27.4% | -14.1% |
| 5Y | +128.3% | +43.1% | +85.2% | +38.0% |
| All | +22.2% | +66.9% | -44.7% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling