+237.3%
KEEL vs LBRT
+29.0%
+208.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.5% |
| 7D | +19.3% | +10.2% | +9.1% | +15.8% |
| 30D | +9.1% | +4.9% | +4.3% | +7.7% |
| 3M | -31.5% | -21.2% | -10.3% | -27.6% |
| 6M | +75.8% | -19.9% | +95.8% | +82.4% |
| YTD | +57.9% | +20.8% | +37.1% | +43.1% |
| 1Y | +133.3% | +123.5% | +9.8% | +72.7% |
| All | +237.3% | +29.0% | +208.3% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling