+132.3%
CRM vs LBRT
+38.7%
+93.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.9% | -7.8% | -4.3% |
| 7D | -3.5% | +6.9% | -10.4% | -4.1% |
| 30D | +29.3% | +7.8% | +21.5% | +28.1% |
| 3M | +36.8% | -25.3% | +62.1% | +39.9% |
| 6M | +23.9% | -19.6% | +43.4% | +25.1% |
| YTD | -5.5% | +17.2% | -22.6% | -8.9% |
| 1Y | -0.4% | +114.1% | -114.5% | -11.2% |
| 3Y | +12.8% | +27.0% | -14.3% | +4.2% |
| 5Y | -3.5% | +128.3% | -131.8% | -18.2% |
| All | +132.3% | +38.7% | +93.6% | +73.2% |
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