-19.0%
LBRT vs COO
+10.5%
-29.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -15.7% | +4.5% | -20.2% | -17.5% |
| 30D | -34.3% | +16.9% | -51.2% | -39.3% |
| 3M | -40.6% | -16.7% | -23.9% | -36.7% |
| 6M | -62.0% | +5.9% | -67.9% | -64.4% |
| YTD | -31.6% | -22.4% | -9.2% | -25.7% |
| 1Y | -25.8% | -10.1% | -15.7% | -25.6% |
| 3Y | -30.4% | -22.8% | -7.6% | -27.6% |
| 5Y | +18.7% | -41.4% | +60.1% | +40.6% |
| All | -19.0% | +10.5% | -29.6% | -38.9% |
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