-55.2%
KEEL vs LBRT
-60.9%
+5.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.3% |
| 7D | -0.5% | +9.2% | -9.7% | -5.7% |
| 30D | -27.1% | -27.5% | +0.5% | -14.6% |
| 3M | -43.8% | -37.9% | -5.9% | -29.3% |
| 6M | -55.2% | -60.7% | +5.5% | -31.9% |
| All | -55.2% | -60.9% | +5.8% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling