+59.6%
KEYS vs LBRT
-25.0%
+84.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -11.2% | +4.9% | -2.6% |
| 7D | -14.8% | -25.3% | +10.5% | -6.6% |
| 30D | -25.6% | -32.9% | +7.3% | -15.9% |
| 3M | -16.2% | -33.3% | +17.1% | -5.2% |
| 6M | -18.6% | -61.0% | +42.3% | +4.9% |
| YTD | +40.7% | -28.0% | +68.7% | +48.6% |
| 1Y | +59.6% | -21.5% | +81.1% | +61.1% |
| All | +59.6% | -25.0% | +84.6% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling