+168.2%
KMI vs LBRT
-16.4%
+184.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.4% |
| 30D | -3.7% | -32.0% | +28.4% | +3.4% |
| 3M | +1.2% | -39.7% | +40.9% | +11.0% |
| 6M | -0.3% | -61.1% | +60.8% | +18.0% |
| YTD | +19.2% | -29.4% | +48.6% | +22.5% |
| 1Y | +21.7% | -24.5% | +46.1% | +22.7% |
| 3Y | +120.4% | -28.1% | +148.5% | +112.4% |
| 5Y | +144.9% | +23.9% | +121.0% | +100.0% |
| All | +168.2% | -16.4% | +184.6% | +78.1% |
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 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