-30.2%
LBRT vs CRL
+101.2%
-131.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.8% | -2.5% | +5.0% |
| 7D | -29.1% | -6.1% | -23.1% | -29.3% |
| 30D | -38.4% | +12.4% | -50.8% | -37.4% |
| 3M | -40.1% | +27.1% | -67.2% | -38.2% |
| 6M | -62.9% | +85.7% | -148.6% | -59.9% |
| YTD | -34.5% | +69.2% | -103.7% | -27.4% |
| 1Y | -30.2% | +97.5% | -127.7% | -28.0% |
| All | -30.2% | +101.2% | -131.4% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling