+73.7%
COR vs LBRT
-38.0%
+111.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.7% |
| 7D | +0.8% | -29.1% | +30.0% | +0.3% |
| 30D | +5.1% | -38.4% | +43.5% | +4.5% |
| 3M | +2.8% | -40.1% | +42.9% | +2.2% |
| 6M | +32.5% | -62.9% | +95.4% | +31.7% |
| YTD | -0.7% | -34.5% | +33.9% | -0.7% |
| 1Y | -6.7% | -30.2% | +23.5% | -6.7% |
| 3Y | +73.7% | -37.5% | +111.2% | +72.2% |
| All | +73.7% | -38.0% | +111.7% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling