+379.1%
COR vs LBRT
-15.3%
+394.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.7% |
| 7D | +7.6% | +9.2% | -1.6% | +6.9% |
| 30D | +6.8% | -27.5% | +34.3% | +9.1% |
| 3M | +16.0% | -37.9% | +53.9% | +19.8% |
| 6M | +41.0% | -60.7% | +101.7% | +50.3% |
| YTD | +6.9% | -28.5% | +35.4% | +7.9% |
| 1Y | -1.0% | -13.2% | +12.2% | -1.9% |
| 3Y | +84.6% | -28.8% | +113.4% | +81.0% |
| 5Y | +203.3% | +28.0% | +175.3% | +170.5% |
| All | +379.1% | -15.3% | +394.4% | +274.1% |
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 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