-37.5%
KEEL vs LBRT
+138.4%
-176.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.6% |
| 7D | +19.3% | +10.2% | +9.1% | +15.6% |
| 30D | +9.1% | +4.9% | +4.3% | +7.6% |
| 3M | -31.5% | -21.2% | -10.3% | -27.1% |
| 6M | +75.8% | -19.9% | +95.8% | +83.5% |
| YTD | +57.9% | +20.8% | +37.1% | +42.5% |
| 1Y | +133.3% | +123.5% | +9.8% | +68.6% |
| 3Y | +204.1% | +30.9% | +173.2% | +146.3% |
| 5Y | -37.5% | +136.3% | -173.8% | -62.0% |
| All | -37.5% | +138.4% | -176.0% | -62.0% |
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 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