+204.4%
CRH vs LBRT
+43.0%
+161.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.9% |
| 7D | -3.6% | +10.2% | -13.8% | -5.1% |
| 30D | -10.8% | +4.9% | -15.7% | -11.7% |
| 3M | -13.5% | -21.2% | +7.7% | -11.1% |
| 6M | -15.4% | -19.9% | +4.5% | -14.1% |
| YTD | -27.6% | +20.8% | -48.4% | -31.9% |
| 1Y | -18.4% | +123.5% | -141.9% | -32.2% |
| 3Y | +72.5% | +30.9% | +41.6% | +52.6% |
| 5Y | +99.2% | +136.3% | -37.1% | +50.5% |
| All | +204.4% | +43.0% | +161.4% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling