-4.6%
CARR vs LBRT
+100.7%
-105.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +1.0% |
| 7D | +1.6% | +8.3% | -6.7% | +1.4% |
| 30D | -8.7% | +6.1% | -14.9% | -8.8% |
| 3M | -12.6% | -34.8% | +22.2% | -11.6% |
| 6M | -1.5% | -24.8% | +23.3% | -1.5% |
| YTD | +14.3% | +12.2% | +2.1% | +10.3% |
| 1Y | -4.6% | +94.0% | -98.6% | -6.6% |
| All | -4.6% | +100.7% | -105.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling