-51.5%
KHC vs LBRT
-16.4%
-35.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.1% |
| 7D | -4.6% | -1.9% | -2.7% | -4.6% |
| 30D | +8.1% | -32.0% | +40.1% | +10.4% |
| 3M | 0.0% | -39.7% | +39.7% | +2.8% |
| 6M | +7.9% | -61.1% | +69.0% | +13.9% |
| YTD | +5.3% | -29.4% | +34.6% | +5.4% |
| 1Y | +5.1% | -24.5% | +29.6% | +4.5% |
| 3Y | -12.8% | -28.1% | +15.3% | -15.2% |
| 5Y | -16.2% | +23.9% | -40.1% | -24.4% |
| All | -51.5% | -16.4% | -35.1% | -61.3% |
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