+65.3%
KNX vs LBRT
+43.0%
+22.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -3.2% |
| 7D | +2.3% | +10.2% | -7.9% | +1.2% |
| 30D | +0.5% | +4.9% | -4.4% | -0.1% |
| 3M | -14.1% | -21.2% | +7.1% | -12.4% |
| 6M | +19.8% | -19.9% | +39.7% | +21.3% |
| YTD | +32.7% | +20.8% | +12.0% | +28.0% |
| 1Y | +62.3% | +123.5% | -61.2% | +44.4% |
| 3Y | +36.8% | +30.9% | +5.9% | +26.9% |
| 5Y | +41.8% | +136.3% | -94.5% | +21.2% |
| All | +65.3% | +43.0% | +22.3% | +42.7% |
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 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