+208.6%
COP vs LBRT
-16.4%
+224.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.5% |
| 7D | +0.7% | -1.9% | +2.6% | +0.6% |
| 30D | +0.2% | -32.0% | +32.3% | +12.7% |
| 3M | +10.2% | -39.7% | +49.9% | +28.2% |
| 6M | +20.1% | -61.1% | +81.2% | +59.1% |
| YTD | +50.5% | -29.4% | +79.9% | +57.6% |
| 1Y | +56.8% | -24.5% | +81.3% | +59.2% |
| 3Y | +30.3% | -28.1% | +58.4% | +24.1% |
| 5Y | +126.8% | +23.9% | +102.9% | +70.0% |
| All | +208.6% | -16.4% | +224.9% | +85.7% |
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