+230.8%
CORZ vs LBRT
-34.3%
+265.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -13.7% | +2.9% | -6.1% |
| 7D | -21.1% | -34.8% | +13.7% | -8.8% |
| 30D | -31.8% | -43.6% | +11.8% | -17.3% |
| 3M | -47.7% | -41.2% | -6.5% | -37.8% |
| 6M | -48.7% | -66.1% | +17.4% | -28.9% |
| YTD | -21.8% | -37.9% | +16.0% | -12.0% |
| 1Y | -47.8% | -33.9% | -13.9% | -42.4% |
| All | +230.8% | -34.3% | +265.1% | +305.2% |
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