+550.2%
CRS vs LBRT
-16.2%
+566.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +8.1% | +1.6% | +7.1% |
| 7D | +4.9% | -11.9% | +16.9% | +8.9% |
| 30D | -20.8% | -31.9% | +11.1% | -11.1% |
| 3M | -46.4% | -34.9% | -11.6% | -39.3% |
| 6M | -28.6% | -60.7% | +32.1% | -6.9% |
| YTD | -2.8% | -29.2% | +26.4% | +0.6% |
| 1Y | -6.7% | -23.6% | +16.9% | -6.5% |
| 3Y | +368.0% | -26.8% | +394.8% | +342.1% |
| 5Y | +852.9% | +16.3% | +836.6% | +604.9% |
| All | +550.2% | -16.2% | +566.3% | +277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling