+1,883.3%
KLAC vs LBRT
+33.5%
+1,849.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.0% |
| 7D | +5.7% | +8.7% | -3.0% | +4.0% |
| 30D | -3.6% | +6.6% | -10.2% | -5.0% |
| 3M | -12.8% | -34.5% | +21.7% | -6.0% |
| 6M | +26.1% | -24.5% | +50.5% | +31.5% |
| YTD | +53.3% | +12.7% | +40.6% | +47.9% |
| 1Y | +113.7% | +94.8% | +18.8% | +84.0% |
| 3Y | +274.9% | +31.9% | +243.0% | +236.5% |
| 5Y | +470.1% | +111.8% | +358.3% | +349.9% |
| All | +1,883.3% | +33.5% | +1,849.8% | +1,213.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling