+281.7%
CORZ vs LBRT
-27.7%
+309.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +4.4% |
| 7D | -7.8% | -15.7% | +7.9% | -2.1% |
| 30D | -14.8% | -34.3% | +19.5% | -2.0% |
| 3M | -32.5% | -40.6% | +8.2% | -19.9% |
| 6M | -42.7% | -62.0% | +19.3% | -23.6% |
| YTD | -9.8% | -31.6% | +21.8% | -1.8% |
| 1Y | -31.9% | -25.8% | -6.1% | -27.8% |
| All | +281.7% | -27.7% | +309.4% | +352.1% |
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