-3.7%
COF vs LBRT
+119.0%
-122.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.6% |
| 7D | -2.7% | +10.2% | -12.8% | -3.0% |
| 30D | -3.4% | +4.9% | -8.2% | -3.6% |
| 3M | +15.4% | -21.2% | +36.6% | +16.3% |
| 6M | +14.4% | -19.9% | +34.4% | +14.2% |
| YTD | -12.0% | +20.8% | -32.8% | -16.9% |
| 1Y | -3.7% | +123.5% | -127.3% | -17.8% |
| All | -3.7% | +119.0% | -122.7% | -17.8% |
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