+547.5%
COST vs LBRT
-16.2%
+563.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +2.5% | +13.8% | -11.3% | +2.1% |
| 30D | +14.6% | -32.4% | +47.0% | +15.9% |
| 3M | +15.2% | -39.9% | +55.1% | +16.9% |
| 6M | +7.2% | -60.8% | +68.0% | +10.3% |
| YTD | +27.4% | -29.3% | +56.7% | +27.9% |
| 1Y | +20.2% | -18.9% | +39.1% | +19.9% |
| 3Y | +96.9% | -28.0% | +124.8% | +94.7% |
| 5Y | +122.8% | +26.6% | +96.2% | +113.9% |
| All | +547.5% | -16.2% | +563.7% | +501.6% |
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