+33.5%
LBRT vs COO
+21.0%
+12.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +8.7% | -2.2% | +11.0% | +9.8% |
| 30D | +6.6% | -7.0% | +13.6% | +10.0% |
| 3M | -34.5% | +12.2% | -46.7% | -39.0% |
| 6M | -24.5% | -15.1% | -9.4% | -19.7% |
| YTD | +12.7% | -15.1% | +27.8% | +19.6% |
| 1Y | +94.8% | +2.3% | +92.5% | +85.8% |
| 3Y | +31.9% | -23.7% | +55.5% | +41.3% |
| 5Y | +111.8% | -38.9% | +150.8% | +152.5% |
| All | +33.5% | +21.0% | +12.5% | -1.7% |
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