+442.1%
COST vs LBRT
+33.5%
+408.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -3.1% | +8.7% | -11.9% | -3.4% |
| 30D | -2.8% | +6.6% | -9.4% | -3.0% |
| 3M | -5.7% | -34.5% | +28.8% | -4.4% |
| 6M | -8.8% | -24.5% | +15.7% | -8.1% |
| YTD | +6.7% | +12.7% | -6.1% | +5.6% |
| 1Y | -3.6% | +94.8% | -98.5% | -7.0% |
| 3Y | +75.1% | +31.9% | +43.2% | +69.7% |
| 5Y | +108.9% | +111.8% | -2.9% | +97.2% |
| All | +442.1% | +33.5% | +408.6% | +397.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling