+95.7%
KEYS vs LBRT
+119.0%
-23.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.4% |
| 7D | +2.9% | +10.2% | -7.3% | +0.9% |
| 30D | -1.3% | +4.9% | -6.2% | -2.3% |
| 3M | -0.1% | -21.2% | +21.1% | +3.4% |
| 6M | +17.4% | -19.9% | +37.3% | +20.3% |
| YTD | +62.9% | +20.8% | +42.1% | +57.8% |
| 1Y | +95.7% | +123.5% | -27.8% | +83.0% |
| All | +95.7% | +119.0% | -23.2% | +83.0% |
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 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