+154.3%
KMI vs LBRT
-22.5%
+176.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.1% | -1.9% |
| 7D | -10.8% | -29.1% | +18.4% | -4.7% |
| 30D | -5.0% | -38.4% | +33.4% | +4.1% |
| 3M | -3.4% | -40.1% | +36.7% | +6.1% |
| 6M | -3.4% | -62.9% | +59.5% | +15.4% |
| YTD | +13.1% | -34.5% | +47.6% | +18.1% |
| 1Y | +19.0% | -30.2% | +49.2% | +22.1% |
| 3Y | +106.1% | -37.5% | +143.6% | +104.8% |
| 5Y | +130.1% | +7.6% | +122.5% | +93.6% |
| All | +154.3% | -22.5% | +176.8% | +71.6% |
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