+73.2%
CRH vs LBRT
+29.0%
+44.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.8% |
| 7D | -3.6% | +10.2% | -13.8% | -4.7% |
| 30D | -10.8% | +4.9% | -15.7% | -11.4% |
| 3M | -13.5% | -21.2% | +7.7% | -11.3% |
| 6M | -15.4% | -19.9% | +4.5% | -14.3% |
| YTD | -27.6% | +20.8% | -48.4% | -32.0% |
| 1Y | -18.4% | +123.5% | -141.9% | -33.0% |
| All | +73.2% | +29.0% | +44.2% | +54.9% |
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