+195.3%
KLAC vs LBRT
-27.1%
+222.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.5% |
| 7D | +10.0% | +9.2% | +0.8% | +7.2% |
| 30D | -14.8% | -27.5% | +12.7% | -6.9% |
| 3M | -27.2% | -37.9% | +10.7% | -17.3% |
| 6M | -17.5% | -60.7% | +43.3% | +4.7% |
| YTD | +25.8% | -28.5% | +54.3% | +35.3% |
| 1Y | +31.8% | -13.2% | +45.0% | +35.0% |
| 3Y | +195.3% | -28.8% | +224.1% | +206.0% |
| All | +195.3% | -27.1% | +222.4% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling