+131.6%
KMI vs LBRT
+6.0%
+125.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.1% | -1.7% |
| 7D | -10.8% | -29.1% | +18.4% | -5.4% |
| 30D | -5.0% | -38.4% | +33.4% | +3.1% |
| 3M | -3.4% | -40.1% | +36.7% | +5.0% |
| 6M | -3.4% | -62.9% | +59.5% | +13.5% |
| YTD | +13.1% | -34.5% | +47.6% | +16.8% |
| 1Y | +19.0% | -30.2% | +49.2% | +20.8% |
| 3Y | +106.1% | -37.5% | +143.6% | +104.3% |
| All | +131.6% | +6.0% | +125.6% | +88.1% |
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 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