+20.0%
COP vs LBRT
+26.0%
-6.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +3.0% | +8.7% | -5.7% | +0.8% |
| 30D | +17.5% | +6.6% | +10.9% | +15.3% |
| 3M | +13.4% | -34.5% | +47.8% | +25.0% |
| 6M | +17.7% | -24.5% | +42.2% | +24.0% |
| YTD | +46.6% | +12.7% | +33.9% | +35.6% |
| 1Y | +44.6% | +94.8% | -50.2% | +8.5% |
| All | +20.0% | +26.0% | -6.0% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling