+103.5%
CRM vs LBRT
-15.3%
+118.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +2.0% | +9.2% | -7.2% | +1.1% |
| 30D | -7.7% | -27.5% | +19.8% | -5.3% |
| 3M | +8.4% | -37.9% | +46.3% | +12.6% |
| 6M | +31.9% | -60.7% | +92.6% | +42.6% |
| YTD | -17.2% | -28.5% | +11.3% | -16.8% |
| 1Y | -8.6% | -13.2% | +4.6% | -10.3% |
| 3Y | +3.1% | -28.8% | +31.9% | +0.4% |
| 5Y | -27.6% | +28.0% | -55.6% | -35.3% |
| All | +103.5% | -15.3% | +118.8% | +58.1% |
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