+201.0%
COP vs LBRT
-16.2%
+217.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -4.1% |
| 7D | -8.4% | -11.9% | +3.5% | -5.0% |
| 30D | +0.3% | -31.9% | +32.2% | +12.7% |
| 3M | +15.1% | -34.9% | +50.0% | +30.4% |
| 6M | +19.8% | -60.7% | +80.4% | +58.1% |
| YTD | +46.8% | -29.2% | +76.0% | +53.7% |
| 1Y | +59.7% | -23.6% | +83.4% | +61.6% |
| 3Y | +28.7% | -26.8% | +55.5% | +21.9% |
| 5Y | +110.7% | +16.3% | +94.4% | +61.5% |
| All | +201.0% | -16.2% | +217.2% | +81.1% |
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