-19.0%
LBRT vs CRL
+214.6%
-233.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.7% |
| 7D | -15.7% | -1.7% | -13.9% | -14.8% |
| 30D | -34.3% | +14.6% | -48.8% | -36.8% |
| 3M | -40.6% | +24.8% | -65.5% | -44.7% |
| 6M | -62.0% | +94.7% | -156.7% | -70.1% |
| YTD | -31.6% | +73.4% | -105.0% | -45.1% |
| 1Y | -25.8% | +104.7% | -130.4% | -44.1% |
| 3Y | -30.4% | +101.1% | -131.4% | -51.0% |
| 5Y | +18.7% | -10.8% | +29.4% | +14.8% |
| All | -19.0% | +214.6% | -233.7% | -68.4% |
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