+113.0%
COP vs LBRT
+6.0%
+107.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -1.2% |
| 7D | -11.5% | -29.1% | +17.6% | -1.4% |
| 30D | +5.0% | -38.4% | +43.3% | +21.9% |
| 3M | +17.5% | -40.1% | +57.5% | +36.7% |
| 6M | +16.2% | -62.9% | +79.1% | +56.7% |
| YTD | +48.8% | -34.5% | +83.3% | +58.3% |
| 1Y | +64.1% | -30.2% | +94.3% | +69.1% |
| 3Y | +25.7% | -37.5% | +63.1% | +23.5% |
| All | +113.0% | +6.0% | +107.0% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling