+64.1%
COP vs LBRT
-17.1%
+81.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +4.4% | +9.2% | -4.8% | +3.1% |
| 30D | 0.0% | -27.5% | +27.5% | +3.8% |
| 3M | +15.0% | -37.9% | +52.9% | +21.5% |
| 6M | +22.0% | -60.7% | +82.7% | +37.9% |
| YTD | +55.3% | -28.5% | +83.8% | +61.5% |
| 1Y | +64.1% | -13.2% | +77.3% | +65.6% |
| All | +64.1% | -17.1% | +81.2% | +65.6% |
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