+502.3%
COHR vs LBRT
+35.9%
+466.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | +8.3% | +1.8% | +6.5% | +7.9% |
| 30D | -14.1% | -2.5% | -11.6% | -13.5% |
| 3M | -16.0% | -24.9% | +8.9% | -10.8% |
| 6M | +21.5% | -29.5% | +50.9% | +30.4% |
| YTD | +65.4% | +14.7% | +50.7% | +58.9% |
| 1Y | +195.0% | +91.7% | +103.3% | +151.2% |
| 3Y | +830.2% | +24.6% | +805.5% | +747.5% |
| 5Y | +397.1% | +127.7% | +269.4% | +288.7% |
| All | +502.3% | +35.9% | +466.4% | +314.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling