+158.8%
KDP vs LBRT
+33.5%
+125.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +1.3% | +8.7% | -7.5% | +0.9% |
| 30D | +6.0% | +6.6% | -0.6% | +5.6% |
| 3M | +9.2% | -34.5% | +43.7% | +11.0% |
| 6M | +14.7% | -24.5% | +39.2% | +15.6% |
| YTD | +19.2% | +12.7% | +6.5% | +17.7% |
| 1Y | +15.2% | +94.8% | -79.7% | +10.2% |
| 3Y | +6.0% | +31.9% | -25.9% | +1.9% |
| 5Y | +5.4% | +111.8% | -106.4% | -3.0% |
| All | +158.8% | +33.5% | +125.3% | +114.1% |
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