+365.3%
COR vs LBRT
-19.0%
+384.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.1% |
| 7D | +2.4% | -15.7% | +18.1% | +3.6% |
| 30D | +7.7% | -34.3% | +41.9% | +10.8% |
| 3M | +7.5% | -40.6% | +48.1% | +11.4% |
| 6M | +34.1% | -62.0% | +96.1% | +43.3% |
| YTD | +3.9% | -31.6% | +35.5% | +5.1% |
| 1Y | -3.6% | -25.8% | +22.1% | -3.3% |
| 3Y | +80.5% | -30.4% | +110.9% | +77.1% |
| 5Y | +194.9% | +18.7% | +176.2% | +164.8% |
| All | +365.3% | -19.0% | +384.3% | +264.6% |
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