+495.4%
COHR vs LBRT
+38.7%
+456.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.2% | +6.2% |
| 7D | +11.0% | +6.9% | +4.0% | +9.3% |
| 30D | -20.4% | +7.8% | -28.2% | -21.8% |
| 3M | -24.9% | -25.3% | +0.4% | -20.1% |
| 6M | +28.1% | -19.6% | +47.6% | +33.3% |
| YTD | +63.6% | +17.2% | +46.4% | +56.3% |
| 1Y | +205.9% | +114.1% | +91.9% | +154.1% |
| 3Y | +809.3% | +27.0% | +782.3% | +724.7% |
| 5Y | +397.1% | +128.3% | +268.8% | +288.0% |
| All | +495.4% | +38.7% | +456.7% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling