+10.2%
CRM vs LBRT
+29.0%
-18.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.2% |
| 7D | -5.0% | +10.2% | -15.2% | -5.5% |
| 30D | +23.6% | +4.9% | +18.8% | +23.1% |
| 3M | +39.6% | -21.2% | +60.8% | +41.1% |
| 6M | +23.4% | -19.9% | +43.4% | +24.1% |
| YTD | -7.4% | +20.8% | -28.1% | -10.7% |
| 1Y | -2.3% | +123.5% | -125.9% | -13.3% |
| All | +10.2% | +29.0% | -18.7% | +2.6% |
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