-16.4%
LBRT vs COO
+9.4%
-25.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.7% |
| 7D | -1.9% | -2.3% | +0.4% | -0.8% |
| 30D | -32.0% | +13.3% | -45.3% | -36.3% |
| 3M | -39.7% | -18.1% | -21.6% | -35.2% |
| 6M | -61.1% | +6.7% | -67.8% | -63.7% |
| YTD | -29.4% | -23.2% | -6.2% | -22.9% |
| 1Y | -24.5% | -12.3% | -12.2% | -23.4% |
| 3Y | -28.1% | -23.6% | -4.5% | -24.9% |
| 5Y | +23.9% | -38.7% | +62.6% | +42.0% |
| All | -16.4% | +9.4% | -25.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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