+16.2%
KDP vs LBRT
+28.1%
-11.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.6% |
| 7D | -0.8% | +9.2% | -10.0% | -0.9% |
| 30D | +9.7% | -27.5% | +37.2% | +10.3% |
| 3M | +17.6% | -37.9% | +55.5% | +18.6% |
| 6M | +25.8% | -60.7% | +86.5% | +28.4% |
| YTD | +33.9% | -28.5% | +62.4% | +33.8% |
| 1Y | +38.9% | -13.2% | +52.1% | +37.9% |
| 3Y | +26.8% | -28.8% | +55.6% | +24.7% |
| All | +16.2% | +28.1% | -11.9% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling