-49.4%
KHC vs LBRT
-26.4%
-23.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | +0.4% |
| 7D | +5.9% | -34.8% | +40.7% | +8.6% |
| 30D | +14.9% | -43.6% | +58.5% | +18.8% |
| 3M | 0.0% | -41.2% | +41.2% | +2.8% |
| 6M | +16.2% | -66.1% | +82.3% | +23.7% |
| YTD | +9.8% | -37.9% | +47.7% | +10.9% |
| 1Y | +12.1% | -33.9% | +45.9% | +12.4% |
| 3Y | -10.1% | -40.9% | +30.8% | -11.3% |
| 5Y | -13.9% | +2.1% | -16.0% | -21.2% |
| All | -49.4% | -26.4% | -23.0% | -59.3% |
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 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