+203.5%
COP vs LBRT
-19.0%
+222.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.0% |
| 7D | -6.1% | -15.7% | +9.6% | -1.2% |
| 30D | +1.1% | -34.3% | +35.4% | +15.0% |
| 3M | +10.9% | -40.6% | +51.6% | +29.7% |
| 6M | +20.8% | -62.0% | +82.8% | +61.2% |
| YTD | +48.0% | -31.6% | +79.7% | +56.8% |
| 1Y | +58.5% | -25.8% | +84.3% | +61.9% |
| 3Y | +28.1% | -30.4% | +58.5% | +23.5% |
| 5Y | +120.5% | +18.7% | +101.8% | +67.7% |
| All | +203.5% | -19.0% | +222.5% | +84.7% |
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