+92.3%
COST vs LBRT
-38.0%
+130.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.1% |
| 7D | +4.1% | -29.1% | +33.2% | +4.2% |
| 30D | +12.0% | -38.4% | +50.4% | +12.3% |
| 3M | +11.2% | -40.1% | +51.2% | +11.4% |
| 6M | +6.1% | -62.9% | +69.0% | +7.4% |
| YTD | +22.9% | -34.5% | +57.4% | +22.7% |
| 1Y | +14.7% | -30.2% | +45.0% | +14.4% |
| 3Y | +92.3% | -37.5% | +129.8% | +89.1% |
| All | +92.3% | -38.0% | +130.3% | +89.1% |
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 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