-15.3%
LBRT vs COO
+8.9%
-24.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.8% |
| 7D | +9.2% | +0.5% | +8.7% | +9.0% |
| 30D | -27.5% | +14.2% | -41.7% | -32.3% |
| 3M | -37.9% | -18.2% | -19.7% | -33.2% |
| 6M | -60.7% | +5.3% | -66.1% | -63.1% |
| YTD | -28.5% | -23.6% | -4.9% | -21.8% |
| 1Y | -13.2% | -12.7% | -0.5% | -11.8% |
| 3Y | -28.8% | -24.2% | -4.6% | -25.3% |
| 5Y | +28.0% | -40.0% | +67.9% | +48.7% |
| All | -15.3% | +8.9% | -24.3% | -35.7% |
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