+74.1%
KEEL vs LBRT
-27.9%
+102.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | +18.2% | +13.8% | +4.3% | +12.8% |
| 30D | -32.1% | -32.4% | +0.3% | -21.6% |
| 3M | -44.9% | -39.9% | -5.0% | -33.9% |
| 6M | -52.1% | -60.8% | +8.7% | -35.5% |
| YTD | -17.0% | -29.3% | +12.2% | -9.4% |
| 1Y | -38.5% | -18.9% | -19.6% | -35.5% |
| All | +74.1% | -27.9% | +102.0% | +92.2% |
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