+911.6%
CRS vs LBRT
+33.5%
+878.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | -0.2% | +8.7% | -9.0% | -2.9% |
| 30D | -16.6% | +6.6% | -23.2% | -18.5% |
| 3M | -3.5% | -34.5% | +31.0% | +8.1% |
| 6M | +15.4% | -24.5% | +39.9% | +21.2% |
| YTD | +51.2% | +12.7% | +38.5% | +36.3% |
| 1Y | +98.3% | +94.8% | +3.4% | +43.9% |
| 3Y | +651.5% | +31.9% | +619.7% | +485.6% |
| 5Y | +1,411.1% | +111.8% | +1,299.3% | +814.2% |
| All | +911.6% | +33.5% | +878.1% | +410.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling