+193.0%
KDP vs LBRT
-22.5%
+215.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.9% |
| 7D | +2.2% | -29.1% | +31.4% | +3.5% |
| 30D | +19.9% | -38.4% | +58.3% | +22.1% |
| 3M | +21.5% | -40.1% | +61.5% | +23.7% |
| 6M | +30.1% | -62.9% | +93.0% | +35.1% |
| YTD | +34.9% | -34.5% | +69.5% | +36.0% |
| 1Y | +43.4% | -30.2% | +73.6% | +43.9% |
| 3Y | +29.1% | -37.5% | +66.5% | +28.2% |
| 5Y | +15.0% | +7.6% | +7.4% | +9.0% |
| All | +193.0% | -22.5% | +215.5% | +147.3% |
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