-50.3%
KHC vs LBRT
+33.5%
-83.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.8% | +8.3% | -10.0% | -2.3% |
| 30D | -1.9% | +6.1% | -8.0% | -2.4% |
| 3M | +14.4% | -34.8% | +49.2% | +17.3% |
| 6M | +8.7% | -24.8% | +33.5% | +10.0% |
| YTD | +7.8% | +12.2% | -4.4% | +5.3% |
| 1Y | -1.5% | +94.0% | -95.5% | -8.8% |
| 3Y | -9.9% | +31.3% | -41.1% | -15.7% |
| 5Y | -10.7% | +111.8% | -122.6% | -22.4% |
| All | -50.3% | +33.5% | -83.8% | -61.4% |
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 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