-25.8%
LBRT vs COO
-9.3%
-16.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.5% |
| 7D | -15.7% | +4.5% | -20.2% | -14.5% |
| 30D | -34.3% | +16.9% | -51.2% | -31.9% |
| 3M | -40.6% | -16.7% | -23.9% | -42.3% |
| 6M | -62.0% | +5.9% | -67.9% | -60.8% |
| YTD | -31.6% | -22.4% | -9.2% | -26.6% |
| 1Y | -25.8% | -10.1% | -15.7% | -22.4% |
| All | -25.8% | -9.3% | -16.5% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling