Lighthouse takes a URL and runs a series of audits against the page, generating a report on how well the page did. There are multiple ways to run Lighthouse, including an option to easily audit a page from within Chrome DevTools.
Chrome User Experience Report (CrUX) provides metrics showing how real-world Chrome users experience popular destinations on the web.
PageSpeed Insights provides both lab and field data about a page. It uses Lighthouse to collect and analyze lab data about the page, while real-world field data is based on the Chrome User Experience Report dataset.
Chrome Developer Tools is a set of web developer tools built directly into the Google Chrome browser. It allows you to profile the runtime of a page, as well as identify and debug performance bottlenecks.