+492.6%
CRS vs LBRT
-22.5%
+515.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.9% |
| 7D | -1.7% | -29.1% | +27.5% | +8.7% |
| 30D | -28.8% | -38.4% | +9.6% | -17.5% |
| 3M | -50.0% | -40.1% | -10.0% | -41.9% |
| 6M | -39.2% | -62.9% | +23.7% | -19.4% |
| YTD | -11.4% | -34.5% | +23.1% | -6.0% |
| 1Y | -11.7% | -30.2% | +18.5% | -8.9% |
| 3Y | +319.6% | -37.5% | +357.1% | +317.5% |
| 5Y | +794.8% | +7.6% | +787.2% | +578.1% |
| All | +492.6% | -22.5% | +515.1% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling