+34.7%
KMB vs LBRT
-26.4%
+61.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.2% | +1.5% |
| 7D | +0.4% | -34.8% | +35.2% | +0.3% |
| 30D | +14.1% | -43.6% | +57.7% | +14.1% |
| 3M | -0.5% | -41.2% | +40.7% | -0.6% |
| 6M | +16.6% | -66.1% | +82.7% | +16.8% |
| YTD | +13.7% | -37.9% | +51.6% | +13.1% |
| 1Y | +16.1% | -33.9% | +49.9% | +15.3% |
| 3Y | +4.7% | -40.9% | +45.5% | +3.6% |
| 5Y | +1.5% | +2.1% | -0.6% | -1.3% |
| All | +34.7% | -26.4% | +61.2% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling