+31.4%
LBRT vs CRL
-12.1%
+43.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +9.2% | +0.1% | +9.1% | +9.2% |
| 30D | -27.5% | +11.9% | -39.4% | -28.9% |
| 3M | -37.9% | +20.2% | -58.0% | -40.1% |
| 6M | -60.7% | +107.5% | -168.2% | -66.8% |
| YTD | -28.5% | +69.4% | -97.9% | -37.2% |
| 1Y | -13.2% | +99.7% | -112.9% | -27.3% |
| 3Y | -28.8% | +98.8% | -127.6% | -42.9% |
| All | +31.4% | -12.1% | +43.5% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling