+4.4%
CARR vs LBRT
+13.8%
-9.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -4.3% | -15.7% | +11.4% | -2.4% |
| 30D | -4.2% | -34.3% | +30.1% | +0.4% |
| 3M | -16.1% | -40.6% | +24.5% | -11.1% |
| 6M | -20.1% | -62.0% | +41.9% | -10.7% |
| YTD | +1.9% | -31.6% | +33.5% | +2.9% |
| 1Y | -6.1% | -25.8% | +19.7% | -6.6% |
| 3Y | +7.3% | -30.4% | +37.6% | +3.6% |
| 5Y | +4.4% | +18.7% | -14.3% | -5.7% |
| All | +4.4% | +13.8% | -9.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling