+532.0%
COST vs LBRT
-19.0%
+551.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | +4.6% | -15.7% | +20.3% | +5.1% |
| 30D | +12.8% | -34.3% | +47.0% | +14.1% |
| 3M | +12.1% | -40.6% | +52.7% | +13.7% |
| 6M | +6.0% | -62.0% | +68.0% | +9.2% |
| YTD | +24.4% | -31.6% | +56.0% | +25.0% |
| 1Y | +17.1% | -25.8% | +42.9% | +17.2% |
| 3Y | +92.2% | -30.4% | +122.5% | +90.2% |
| 5Y | +122.5% | +18.7% | +103.9% | +114.0% |
| All | +532.0% | -19.0% | +551.1% | +487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling