+793.0%
COHR vs LBRT
+21.4%
+771.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -1.1% |
| 7D | +10.9% | +2.3% | +8.6% | +10.0% |
| 30D | -10.8% | -2.9% | -7.9% | -9.5% |
| 3M | -17.4% | -26.1% | +8.8% | -8.7% |
| 6M | +12.5% | -26.2% | +38.6% | +23.2% |
| YTD | +58.8% | +13.7% | +45.2% | +48.2% |
| 1Y | +183.3% | +93.6% | +89.7% | +115.9% |
| All | +793.0% | +21.4% | +771.6% | +644.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling