-5.8%
COST vs LBRT
+106.9%
-112.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.5% |
| 7D | -3.2% | +6.9% | -10.1% | -3.1% |
| 30D | -4.0% | +7.8% | -11.8% | -3.8% |
| 3M | -6.5% | -25.3% | +18.8% | -6.5% |
| 6M | -8.5% | -19.6% | +11.0% | -8.3% |
| YTD | +6.0% | +17.2% | -11.1% | +7.6% |
| 1Y | -5.8% | +114.1% | -119.9% | +0.1% |
| All | -5.8% | +106.9% | -112.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling