+108.9%
LBRT vs COO
-38.8%
+147.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +8.3% | -2.2% | +10.5% | +8.9% |
| 30D | +6.1% | -7.0% | +13.1% | +8.2% |
| 3M | -34.8% | +12.2% | -47.0% | -37.6% |
| 6M | -24.8% | -15.1% | -9.7% | -21.2% |
| YTD | +12.2% | -15.1% | +27.3% | +17.6% |
| 1Y | +94.0% | +2.3% | +91.6% | +88.7% |
| 3Y | +31.3% | -23.7% | +54.9% | +38.1% |
| All | +108.9% | -38.8% | +147.6% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling