+414.1%
CARR vs LBRT
+831.5%
-417.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -1.5% |
| 7D | -4.1% | +2.3% | -6.4% | -4.5% |
| 30D | -11.0% | -2.9% | -8.0% | -10.7% |
| 3M | -16.4% | -26.1% | +9.8% | -13.7% |
| 6M | -2.4% | -26.2% | +23.8% | +0.1% |
| YTD | +8.4% | +13.7% | -5.2% | +3.9% |
| 1Y | -8.0% | +93.6% | -101.5% | -19.3% |
| 3Y | +0.6% | +23.2% | -22.6% | -8.2% |
| 5Y | +7.7% | +125.5% | -117.8% | -12.3% |
| All | +414.1% | +831.5% | -417.4% | +235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling