+33.5%
LBRT vs CRL
+162.5%
-129.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.0% |
| 7D | +8.7% | -1.0% | +9.8% | +9.0% |
| 30D | +6.6% | +10.7% | -4.1% | +3.0% |
| 3M | -34.5% | +55.3% | -89.8% | -44.1% |
| 6M | -24.5% | +60.7% | -85.1% | -37.9% |
| YTD | +12.7% | +44.6% | -31.9% | -4.2% |
| 1Y | +94.8% | +77.7% | +17.1% | +51.6% |
| 3Y | +31.9% | +37.6% | -5.8% | +6.2% |
| 5Y | +111.8% | -35.8% | +147.7% | +132.5% |
| All | +33.5% | +162.5% | -129.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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