-50.8%
KHC vs LBRT
-22.5%
-28.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.2% | -3.1% |
| 7D | +1.1% | -29.1% | +30.3% | +3.1% |
| 30D | +12.0% | -38.4% | +50.3% | +15.0% |
| 3M | +0.2% | -40.1% | +40.2% | +2.9% |
| 6M | +10.3% | -62.9% | +73.2% | +16.7% |
| YTD | +6.7% | -34.5% | +41.3% | +7.4% |
| 1Y | +10.9% | -30.2% | +41.1% | +10.8% |
| 3Y | -12.6% | -37.5% | +24.8% | -14.1% |
| 5Y | -16.3% | +7.6% | -23.9% | -23.7% |
| All | -50.8% | -22.5% | -28.3% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling