+31.4%
LBRT vs COO
-40.4%
+71.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | +9.2% | +0.5% | +8.7% | +9.1% |
| 30D | -27.5% | +14.2% | -41.7% | -30.4% |
| 3M | -37.9% | -18.2% | -19.7% | -34.8% |
| 6M | -60.7% | +5.3% | -66.1% | -62.2% |
| YTD | -28.5% | -23.6% | -4.9% | -23.3% |
| 1Y | -13.2% | -12.7% | -0.5% | -11.7% |
| 3Y | -28.8% | -24.2% | -4.6% | -25.7% |
| All | +31.4% | -40.4% | +71.8% | +42.6% |
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