-16.2%
LBRT vs COO
+11.2%
-27.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.6% | +7.1% |
| 7D | -11.9% | +4.3% | -16.2% | -13.7% |
| 30D | -31.9% | +17.6% | -49.5% | -37.3% |
| 3M | -34.9% | -13.9% | -21.0% | -31.5% |
| 6M | -60.7% | +6.6% | -67.2% | -63.2% |
| YTD | -29.2% | -22.0% | -7.2% | -23.2% |
| 1Y | -23.6% | -8.8% | -14.8% | -24.0% |
| 3Y | -26.8% | -21.5% | -5.4% | -24.6% |
| 5Y | +16.3% | -41.0% | +57.3% | +37.3% |
| All | -16.2% | +11.2% | -27.4% | -36.9% |
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