-62.9%
LBRT vs CRL
+80.3%
-143.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.8% | -2.5% | +4.4% |
| 7D | -29.1% | -6.1% | -23.1% | -29.4% |
| 30D | -38.4% | +12.4% | -50.8% | -36.4% |
| 3M | -40.1% | +27.1% | -67.2% | -36.4% |
| 6M | -62.9% | +85.7% | -148.6% | -55.3% |
| All | -62.9% | +80.3% | -143.2% | -55.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling