-0.1%
KMB vs LBRT
+13.8%
-13.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -1.2% |
| 7D | +6.0% | -15.7% | +21.7% | +5.3% |
| 30D | +13.5% | -34.3% | +47.8% | +11.7% |
| 3M | +3.8% | -40.6% | +44.4% | +1.8% |
| 6M | +15.6% | -62.0% | +77.6% | +12.2% |
| YTD | +14.0% | -31.6% | +45.6% | +12.1% |
| 1Y | +12.9% | -25.8% | +38.7% | +11.2% |
| 3Y | +3.7% | -30.4% | +34.1% | +1.8% |
| 5Y | -0.1% | +18.7% | -18.7% | +0.4% |
| All | -0.1% | +13.8% | -13.9% | +0.4% |
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