-5.6%
KMB vs LBRT
+26.0%
-31.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.5% |
| 7D | -3.0% | +8.7% | -11.8% | -2.6% |
| 30D | -5.5% | +6.6% | -12.1% | -5.1% |
| 3M | +14.0% | -34.5% | +48.5% | +12.2% |
| 6M | +4.1% | -24.5% | +28.6% | +3.1% |
| YTD | +8.0% | +12.7% | -4.7% | +8.2% |
| 1Y | -13.7% | +94.8% | -108.6% | -12.7% |
| All | -5.6% | +26.0% | -31.6% | -6.1% |
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