+126.6%
CRM vs LBRT
+34.6%
+92.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.1% |
| 7D | -8.1% | +2.3% | -10.4% | -8.4% |
| 30D | +23.1% | -2.9% | +26.0% | +23.2% |
| 3M | +42.5% | -26.1% | +68.7% | +45.9% |
| 6M | +25.3% | -26.2% | +51.5% | +27.6% |
| YTD | -7.8% | +13.7% | -21.5% | -10.9% |
| 1Y | +1.0% | +93.6% | -92.5% | -8.9% |
| 3Y | +10.0% | +23.2% | -13.2% | +1.9% |
| 5Y | -3.9% | +125.5% | -129.4% | -18.5% |
| All | +126.6% | +34.6% | +92.0% | +69.4% |
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