+55.5%
KEYS vs LBRT
+16.1%
+39.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.1% | -1.9% | +4.5% |
| 7D | -3.3% | -11.9% | +8.6% | -0.8% |
| 30D | -24.5% | -31.9% | +7.4% | -18.5% |
| 3M | -15.3% | -34.9% | +19.6% | -7.8% |
| 6M | -19.8% | -60.7% | +40.9% | -5.1% |
| YTD | +42.2% | -29.2% | +71.4% | +50.5% |
| 1Y | +59.8% | -23.6% | +83.4% | +66.7% |
| 3Y | +137.0% | -26.8% | +163.9% | +138.4% |
| 5Y | +55.5% | +16.3% | +39.2% | +48.4% |
| All | +55.5% | +16.1% | +39.3% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling