+201.6%
CRH vs LBRT
+35.9%
+165.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.9% |
| 7D | -6.1% | +1.8% | -7.9% | -6.4% |
| 30D | -9.3% | -2.5% | -6.8% | -9.1% |
| 3M | -15.2% | -24.9% | +9.7% | -12.2% |
| 6M | -14.2% | -29.5% | +15.3% | -10.9% |
| YTD | -28.3% | +14.7% | -43.0% | -31.9% |
| 1Y | -21.8% | +91.7% | -113.5% | -33.2% |
| 3Y | +71.6% | +24.6% | +47.0% | +53.0% |
| 5Y | +96.6% | +127.7% | -31.1% | +49.4% |
| All | +201.6% | +35.9% | +165.8% | +97.0% |
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