-1.5%
COF vs LBRT
+100.7%
-102.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +1.8% | +8.3% | -6.4% | +1.5% |
| 30D | -0.6% | +6.1% | -6.7% | -0.8% |
| 3M | +20.3% | -34.8% | +55.1% | +22.6% |
| 6M | +13.0% | -24.8% | +37.8% | +13.0% |
| YTD | -8.3% | +12.2% | -20.6% | -13.2% |
| 1Y | -1.5% | +94.0% | -95.4% | -15.0% |
| All | -1.5% | +100.7% | -102.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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