+50.5%
CRBG vs LBRT
-24.9%
+75.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.4% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +2.6% | -2.5% | +5.1% | +2.6% |
| 3M | +24.0% | -24.9% | +48.9% | +24.5% |
| 6M | +50.5% | -29.5% | +80.0% | +51.8% |
| All | +50.5% | -24.9% | +75.4% | +51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling