+32.3%
KMB vs LBRT
-22.5%
+54.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.8% |
| 7D | +0.5% | -29.1% | +29.6% | +0.4% |
| 30D | +12.4% | -38.4% | +50.8% | +12.3% |
| 3M | +1.0% | -40.1% | +41.0% | +0.9% |
| 6M | +12.1% | -62.9% | +75.0% | +12.4% |
| YTD | +11.6% | -34.5% | +46.1% | +11.1% |
| 1Y | +13.1% | -30.2% | +43.3% | +12.4% |
| 3Y | +1.6% | -37.5% | +39.0% | +0.6% |
| 5Y | -0.3% | +7.6% | -7.9% | -3.1% |
| All | +32.3% | -22.5% | +54.7% | +19.5% |
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 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