+353.2%
COR vs LBRT
-26.4%
+379.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.6% | -3.0% |
| 7D | +2.8% | -34.8% | +37.6% | +6.0% |
| 30D | +7.4% | -43.6% | +51.0% | +11.9% |
| 3M | +7.3% | -41.2% | +48.5% | +11.2% |
| 6M | +11.5% | -66.1% | +77.6% | +20.3% |
| YTD | +1.2% | -37.9% | +39.0% | +3.2% |
| 1Y | -3.3% | -33.9% | +30.6% | -2.1% |
| 3Y | +78.5% | -40.9% | +119.3% | +77.8% |
| 5Y | +183.0% | +2.1% | +180.9% | +157.6% |
| All | +353.2% | -26.4% | +379.7% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling