-22.5%
LBRT vs CRL
+207.1%
-229.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.8% | -2.5% | +2.8% |
| 7D | -29.1% | -6.1% | -23.1% | -27.3% |
| 30D | -38.4% | +12.4% | -50.8% | -40.4% |
| 3M | -40.1% | +27.1% | -67.2% | -44.5% |
| 6M | -62.9% | +85.7% | -148.6% | -70.4% |
| YTD | -34.5% | +69.2% | -103.7% | -47.0% |
| 1Y | -30.2% | +97.5% | -127.7% | -46.8% |
| 3Y | -37.5% | +86.1% | -123.6% | -54.7% |
| 5Y | +7.6% | -10.0% | +17.6% | +2.8% |
| All | -22.5% | +207.1% | -229.6% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling