+30.7%
KMB vs LBRT
-16.2%
+47.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.0% | +13.8% | -16.8% | -2.9% |
| 30D | +9.1% | -32.4% | +41.4% | +9.0% |
| 3M | -0.4% | -39.9% | +39.5% | -0.4% |
| 6M | +13.0% | -60.8% | +73.8% | +13.2% |
| YTD | +10.3% | -29.3% | +39.6% | +9.8% |
| 1Y | +8.2% | -18.9% | +27.1% | +7.5% |
| 3Y | +0.4% | -28.0% | +28.4% | -0.7% |
| 5Y | -2.7% | +26.6% | -29.3% | -5.6% |
| All | +30.7% | -16.2% | +47.0% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling