-4.5%
CRS vs LBRT
-25.0%
+20.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.2% | +9.7% | -0.8% |
| 7D | +4.3% | -25.3% | +29.6% | +6.2% |
| 30D | -25.5% | -32.9% | +7.4% | -24.1% |
| 3M | -48.7% | -33.3% | -15.4% | -47.6% |
| 6M | -31.6% | -61.0% | +29.3% | -31.0% |
| YTD | -7.0% | -28.0% | +21.0% | -10.3% |
| 1Y | -4.5% | -21.5% | +17.0% | -9.6% |
| All | -4.5% | -25.0% | +20.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling