+577.3%
KEYS vs LBRT
-16.2%
+593.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +16.7% | +13.8% | +2.9% | +14.4% |
| 30D | -17.8% | -32.4% | +14.6% | -12.9% |
| 3M | -14.2% | -39.9% | +25.7% | -7.5% |
| 6M | -15.9% | -60.8% | +45.0% | -4.3% |
| YTD | +49.7% | -29.3% | +79.0% | +56.2% |
| 1Y | +65.3% | -18.9% | +84.2% | +69.3% |
| 3Y | +144.9% | -28.0% | +172.8% | +146.8% |
| 5Y | +63.0% | +26.6% | +36.4% | +49.6% |
| All | +577.3% | -16.2% | +593.5% | +446.7% |
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