+206.0%
KDP vs LBRT
-16.4%
+222.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.6% |
| 7D | +4.0% | -1.9% | +5.9% | +4.0% |
| 30D | +16.8% | -32.0% | +48.8% | +18.4% |
| 3M | +32.0% | -39.7% | +71.7% | +34.4% |
| 6M | +35.2% | -61.1% | +96.2% | +40.1% |
| YTD | +40.9% | -29.4% | +70.3% | +41.5% |
| 1Y | +47.7% | -24.5% | +72.1% | +47.7% |
| 3Y | +34.8% | -28.1% | +62.9% | +33.0% |
| 5Y | +22.6% | +23.9% | -1.3% | +15.4% |
| All | +206.0% | -16.4% | +222.4% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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