+210.7%
COPX vs LBRT
-16.2%
+226.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +3.8% |
| 7D | +3.3% | -11.9% | +15.2% | +5.8% |
| 30D | -12.2% | -31.9% | +19.7% | -5.1% |
| 3M | -14.5% | -34.9% | +20.4% | -7.0% |
| 6M | -12.2% | -60.7% | +48.5% | +5.8% |
| YTD | +5.2% | -29.2% | +34.4% | +9.2% |
| 1Y | +27.0% | -23.6% | +50.6% | +29.2% |
| 3Y | +149.1% | -26.8% | +176.0% | +142.5% |
| 5Y | +132.1% | +16.3% | +115.8% | +95.5% |
| All | +210.7% | -16.2% | +226.9% | +125.7% |
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