+345.1%
COR vs LBRT
-22.5%
+367.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.2% |
| 7D | +0.8% | -29.1% | +30.0% | +3.3% |
| 30D | +5.1% | -38.4% | +43.5% | +8.8% |
| 3M | +2.8% | -40.1% | +42.9% | +6.4% |
| 6M | +32.5% | -62.9% | +95.4% | +41.9% |
| YTD | -0.7% | -34.5% | +33.9% | +0.9% |
| 1Y | -6.7% | -30.2% | +23.5% | -5.9% |
| 3Y | +73.7% | -37.5% | +111.2% | +72.2% |
| 5Y | +177.9% | +7.6% | +170.3% | +151.9% |
| All | +345.1% | -22.5% | +367.5% | +250.0% |
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