+220.7%
CRWD vs LBRT
+13.8%
+206.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.6% |
| 7D | -7.7% | -15.7% | +7.9% | -5.0% |
| 30D | -17.9% | -34.3% | +16.3% | -11.9% |
| 3M | +0.3% | -40.6% | +40.9% | +9.1% |
| 6M | +71.1% | -62.0% | +133.1% | +99.2% |
| YTD | +92.6% | -31.6% | +124.3% | +99.6% |
| 1Y | +62.0% | -25.8% | +87.8% | +64.9% |
| 3Y | +360.0% | -30.4% | +390.4% | +349.9% |
| 5Y | +220.7% | +18.7% | +202.1% | +191.5% |
| All | +220.7% | +13.8% | +206.9% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling