+875.9%
CRS vs LBRT
+38.7%
+837.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.5% | -4.8% |
| 7D | -3.1% | +6.9% | -10.0% | -5.2% |
| 30D | -19.6% | +7.8% | -27.4% | -21.8% |
| 3M | -8.1% | -25.3% | +17.2% | -1.4% |
| 6M | +18.6% | -19.6% | +38.1% | +21.8% |
| YTD | +45.9% | +17.2% | +28.7% | +29.7% |
| 1Y | +82.5% | +114.1% | -31.6% | +28.3% |
| 3Y | +648.9% | +27.0% | +621.9% | +493.5% |
| 5Y | +1,438.1% | +128.3% | +1,309.8% | +806.1% |
| All | +875.9% | +38.7% | +837.1% | +386.0% |
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