+36.8%
COF vs LBRT
+13.8%
+23.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | -6.2% | -15.7% | +9.5% | -3.4% |
| 30D | -1.7% | -34.3% | +32.5% | +5.9% |
| 3M | -10.2% | -40.6% | +30.4% | -1.5% |
| 6M | +4.2% | -62.0% | +66.2% | +24.2% |
| YTD | -18.2% | -31.6% | +13.4% | -17.3% |
| 1Y | -9.7% | -25.8% | +16.0% | -11.1% |
| 3Y | +95.0% | -30.4% | +125.4% | +83.7% |
| 5Y | +36.8% | +18.7% | +18.2% | +7.7% |
| All | +36.8% | +13.8% | +23.0% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling