+5.0%
CARR vs LBRT
+27.1%
-22.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.6% |
| 7D | +3.2% | +6.9% | -3.7% | +2.3% |
| 30D | -7.7% | +7.8% | -15.5% | -8.8% |
| 3M | -11.9% | -25.3% | +13.3% | -8.8% |
| 6M | +2.0% | -19.6% | +21.6% | +3.2% |
| YTD | +13.2% | +17.2% | -4.0% | +5.8% |
| 1Y | -8.5% | +114.1% | -122.6% | -25.7% |
| 3Y | +5.0% | +27.0% | -22.1% | -8.2% |
| All | +5.0% | +27.1% | -22.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling