+294.5%
KEEL vs LBRT
+95.8%
+198.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +2.9% | +1.8% | +1.1% | +2.6% |
| 30D | +0.8% | -2.5% | +3.3% | +1.5% |
| 3M | -35.3% | -24.9% | -10.4% | -32.0% |
| 6M | +59.4% | -29.5% | +88.8% | +68.4% |
| YTD | +51.9% | +14.7% | +37.2% | +45.4% |
| 1Y | +75.0% | +91.7% | -16.7% | +50.7% |
| 3Y | +224.5% | +24.6% | +199.9% | +195.1% |
| 5Y | -35.9% | +127.7% | -163.6% | -46.6% |
| All | +294.5% | +95.8% | +198.7% | +215.0% |
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