+361.4%
COR vs LBRT
-16.2%
+377.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.5% | +3.0% |
| 7D | +2.3% | -11.9% | +14.3% | +3.2% |
| 30D | +6.8% | -31.9% | +38.7% | +9.6% |
| 3M | +8.1% | -34.9% | +43.0% | +11.2% |
| 6M | +33.0% | -60.7% | +93.7% | +41.8% |
| YTD | +3.0% | -29.2% | +32.2% | +4.0% |
| 1Y | -3.4% | -23.6% | +20.2% | -3.3% |
| 3Y | +80.1% | -26.8% | +107.0% | +76.0% |
| 5Y | +194.7% | +16.3% | +178.4% | +165.5% |
| All | +361.4% | -16.2% | +377.5% | +260.6% |
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