+127.6%
COPX vs LBRT
-27.1%
+154.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -2.8% | +9.2% | -12.0% | -4.4% |
| 30D | -14.3% | -27.5% | +13.2% | -9.7% |
| 3M | -19.0% | -37.9% | +18.8% | -12.3% |
| 6M | -24.4% | -60.7% | +36.3% | -11.6% |
| YTD | -3.2% | -28.5% | +25.3% | -0.8% |
| 1Y | +15.2% | -13.2% | +28.4% | +13.3% |
| 3Y | +127.6% | -28.8% | +156.4% | +122.1% |
| All | +127.6% | -27.1% | +154.7% | +122.1% |
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