-3.6%
COR vs LBRT
-27.7%
+24.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.8% |
| 7D | +2.4% | -15.7% | +18.1% | +2.0% |
| 30D | +7.7% | -34.3% | +41.9% | +7.0% |
| 3M | +7.5% | -40.6% | +48.1% | +6.9% |
| 6M | +34.1% | -62.0% | +96.1% | +36.1% |
| YTD | +3.9% | -31.6% | +35.5% | +3.3% |
| 1Y | -3.6% | -25.8% | +22.1% | -3.2% |
| All | -3.6% | -27.7% | +24.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling