+1,379.9%
KLAC vs LBRT
-22.5%
+1,402.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.4% | +1.3% | +5.6% |
| 7D | -12.3% | -29.1% | +16.8% | -6.0% |
| 30D | -29.6% | -38.4% | +8.7% | -22.4% |
| 3M | -28.2% | -40.1% | +11.8% | -20.6% |
| 6M | -23.6% | -62.9% | +39.3% | -7.7% |
| YTD | +14.4% | -34.5% | +48.9% | +23.0% |
| 1Y | +15.4% | -30.2% | +45.6% | +22.4% |
| 3Y | +184.3% | -37.5% | +221.8% | +195.6% |
| 5Y | +248.9% | +7.6% | +241.3% | +216.9% |
| All | +1,379.9% | -22.5% | +1,402.4% | +992.0% |
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 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