+152.0%
KEYS vs LBRT
+27.1%
+124.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.0% |
| 7D | +4.4% | +6.9% | -2.5% | +2.9% |
| 30D | -2.2% | +7.8% | -10.0% | -3.8% |
| 3M | +0.5% | -25.3% | +25.8% | +5.9% |
| 6M | +22.4% | -19.6% | +41.9% | +25.9% |
| YTD | +64.1% | +17.2% | +46.9% | +56.2% |
| 1Y | +97.0% | +114.1% | -17.1% | +63.6% |
| 3Y | +152.0% | +27.0% | +125.0% | +126.9% |
| All | +152.0% | +27.1% | +124.9% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling