-51.6%
KHC vs LBRT
-19.0%
-32.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | -1.1% | -15.7% | +14.5% | -0.3% |
| 30D | +8.8% | -34.3% | +43.1% | +11.3% |
| 3M | -1.2% | -40.6% | +39.4% | +1.6% |
| 6M | +4.6% | -62.0% | +66.6% | +10.6% |
| YTD | +5.1% | -31.6% | +36.8% | +5.5% |
| 1Y | +6.2% | -25.8% | +32.0% | +5.7% |
| 3Y | -12.9% | -30.4% | +17.5% | -15.1% |
| 5Y | -16.8% | +18.7% | -35.4% | -24.7% |
| All | -51.6% | -19.0% | -32.5% | -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