+105.5%
KEEL vs LBRT
+22.0%
+83.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.9% |
| 7D | -0.5% | +9.2% | -9.7% | -2.5% |
| 30D | -27.1% | -27.5% | +0.5% | -21.4% |
| 3M | -43.8% | -37.9% | -5.9% | -37.4% |
| 6M | -55.2% | -60.7% | +5.5% | -45.8% |
| YTD | -20.9% | -28.5% | +7.6% | -15.7% |
| 1Y | -28.5% | -13.2% | -15.2% | -26.6% |
| 3Y | +66.1% | -28.8% | +94.9% | +70.6% |
| 5Y | -78.3% | +28.0% | -106.3% | -79.7% |
| All | +105.5% | +22.0% | +83.5% | +82.5% |
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