+96.0%
KEYS vs LBRT
+100.7%
-4.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +2.3% | +8.3% | -6.0% | +0.6% |
| 30D | -2.6% | +6.1% | -8.8% | -3.7% |
| 3M | -4.6% | -34.8% | +30.1% | +2.3% |
| 6M | +8.7% | -24.8% | +33.6% | +13.0% |
| YTD | +61.0% | +12.2% | +48.8% | +58.6% |
| 1Y | +96.0% | +94.0% | +2.0% | +88.9% |
| All | +96.0% | +100.7% | -4.7% | +88.9% |
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 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