+195.0%
COHR vs LBRT
+97.8%
+97.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +8.3% | +1.8% | +6.5% | +7.7% |
| 30D | -14.1% | -2.5% | -11.6% | -13.1% |
| 3M | -16.0% | -24.9% | +8.9% | -8.6% |
| 6M | +21.5% | -29.5% | +50.9% | +34.8% |
| YTD | +65.4% | +14.7% | +50.7% | +58.8% |
| 1Y | +195.0% | +91.7% | +103.3% | +175.0% |
| All | +195.0% | +97.8% | +97.2% | +175.0% |
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