-8.0%
KMB vs LBRT
+114.2%
-122.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -3.0% | +8.3% | -11.3% | -2.8% |
| 30D | -5.5% | +6.1% | -11.6% | -5.3% |
| 3M | +14.0% | -34.8% | +48.7% | +12.9% |
| 6M | +4.1% | -24.8% | +28.9% | +3.5% |
| YTD | +8.0% | +12.2% | -4.2% | +8.1% |
| 1Y | -13.7% | +94.0% | -107.7% | -13.2% |
| 3Y | -5.9% | +31.3% | -37.2% | -6.1% |
| All | -8.0% | +114.2% | -122.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling