+283.4%
KEEL vs LBRT
+92.3%
+191.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.3% |
| 7D | +7.8% | +8.7% | -1.0% | +5.9% |
| 30D | -11.7% | +6.6% | -18.3% | -13.0% |
| 3M | -41.5% | -34.5% | -7.0% | -36.7% |
| 6M | +54.9% | -24.5% | +79.4% | +61.4% |
| YTD | +47.7% | +12.7% | +34.9% | +41.8% |
| 1Y | +177.6% | +94.8% | +82.8% | +138.3% |
| 3Y | +164.9% | +31.9% | +133.0% | +138.4% |
| 5Y | -45.9% | +111.8% | -157.7% | -54.5% |
| All | +283.4% | +92.3% | +191.1% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling