+420.1%
CORZ vs LBRT
+19.2%
+400.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | +8.4% | +8.7% | -0.4% | +5.5% |
| 30D | -17.8% | +6.6% | -24.4% | -19.7% |
| 3M | -35.9% | -34.5% | -1.4% | -28.2% |
| 6M | +12.9% | -24.5% | +37.4% | +19.3% |
| YTD | +22.9% | +12.7% | +10.1% | +13.5% |
| 1Y | +31.4% | +94.8% | -63.5% | -0.7% |
| All | +420.1% | +19.2% | +400.8% | +422.8% |
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