+58.8%
KEYS vs LBRT
-27.7%
+86.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +2.1% |
| 7D | -4.5% | -15.7% | +11.2% | +0.9% |
| 30D | -23.9% | -34.3% | +10.4% | -13.4% |
| 3M | -13.1% | -40.6% | +27.5% | +1.7% |
| 6M | -19.1% | -62.0% | +42.9% | +5.1% |
| YTD | +43.4% | -31.6% | +75.1% | +54.7% |
| 1Y | +58.8% | -25.8% | +84.6% | +65.2% |
| All | +58.8% | -27.7% | +86.6% | +65.2% |
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