+49.8%
KEY vs LBRT
-16.4%
+66.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.4% |
| 30D | +6.7% | -32.0% | +38.8% | +17.1% |
| 3M | -4.6% | -39.7% | +35.1% | +7.6% |
| 6M | +2.6% | -61.1% | +63.7% | +28.6% |
| YTD | +7.0% | -29.4% | +36.3% | +9.9% |
| 1Y | +23.5% | -24.5% | +47.9% | +23.7% |
| 3Y | +126.4% | -28.1% | +154.5% | +115.0% |
| 5Y | +13.0% | +23.9% | -10.9% | -15.1% |
| All | +49.8% | -16.4% | +66.2% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling