+203.2%
COP vs LBRT
-26.4%
+229.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | +3.6% |
| 7D | -9.7% | -34.8% | +25.1% | +3.8% |
| 30D | +4.7% | -43.6% | +48.3% | +25.8% |
| 3M | +18.5% | -41.2% | +59.8% | +39.4% |
| 6M | +11.4% | -66.1% | +77.5% | +55.1% |
| YTD | +47.9% | -37.9% | +85.8% | +62.3% |
| 1Y | +59.3% | -33.9% | +93.2% | +69.8% |
| 3Y | +23.6% | -40.9% | +64.4% | +26.5% |
| 5Y | +113.1% | +2.1% | +111.0% | +71.2% |
| All | +203.2% | -26.4% | +229.6% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling