+679.2%
CRS vs LBRT
+21.3%
+657.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -0.2% | +8.7% | -9.0% | -1.9% |
| 30D | -16.6% | +6.6% | -23.2% | -17.8% |
| 3M | -3.5% | -34.5% | +31.0% | +4.1% |
| 6M | +15.4% | -24.5% | +39.9% | +19.0% |
| YTD | +51.2% | +12.7% | +38.5% | +38.5% |
| 1Y | +98.3% | +94.8% | +3.4% | +53.0% |
| All | +679.2% | +21.3% | +657.8% | +590.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling