-22.5%
LBRT vs COO
+8.4%
-30.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.1% |
| 7D | -29.1% | +4.7% | -33.9% | -30.9% |
| 30D | -38.4% | +13.9% | -52.3% | -42.5% |
| 3M | -40.1% | -14.9% | -25.1% | -36.7% |
| 6M | -62.9% | +2.0% | -64.9% | -64.7% |
| YTD | -34.5% | -23.9% | -10.6% | -28.3% |
| 1Y | -30.2% | -9.6% | -20.6% | -30.4% |
| 3Y | -37.5% | -25.4% | -12.0% | -33.9% |
| 5Y | +7.6% | -41.2% | +48.8% | +26.3% |
| All | -22.5% | +8.4% | -30.9% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling