+60.7%
COP vs LBRT
-25.0%
+85.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.2% | +6.0% | -3.6% |
| 7D | -8.1% | -25.3% | +17.2% | -4.7% |
| 30D | +6.7% | -32.9% | +39.5% | +12.0% |
| 3M | +16.9% | -33.3% | +50.2% | +22.6% |
| 6M | +11.2% | -61.0% | +72.1% | +26.0% |
| YTD | +49.5% | -28.0% | +77.5% | +55.5% |
| 1Y | +60.7% | -21.5% | +82.2% | +66.3% |
| All | +60.7% | -25.0% | +85.7% | +66.3% |
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