-49.8%
KHC vs LBRT
-15.3%
-34.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +2.0% | +9.2% | -7.2% | +1.5% |
| 30D | +10.6% | -27.5% | +38.1% | +12.5% |
| 3M | +0.5% | -37.9% | +38.4% | +3.1% |
| 6M | +12.1% | -60.7% | +72.8% | +18.1% |
| YTD | +8.9% | -28.5% | +37.4% | +9.0% |
| 1Y | +7.5% | -13.2% | +20.7% | +5.8% |
| 3Y | -10.7% | -28.8% | +18.1% | -13.1% |
| 5Y | -13.2% | +28.0% | -41.1% | -21.9% |
| All | -49.8% | -15.3% | -34.5% | -60.0% |
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