+43.3%
KNX vs LBRT
+116.2%
-72.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.2% |
| 7D | +6.4% | +6.9% | -0.5% | +5.5% |
| 30D | +1.4% | +7.8% | -6.4% | +0.3% |
| 3M | -12.0% | -25.3% | +13.2% | -9.2% |
| 6M | +25.2% | -19.6% | +44.7% | +26.9% |
| YTD | +36.6% | +17.2% | +19.4% | +30.8% |
| 1Y | +67.6% | +114.1% | -46.5% | +44.4% |
| 3Y | +40.8% | +27.0% | +13.8% | +27.8% |
| 5Y | +43.3% | +128.3% | -85.0% | +19.1% |
| All | +43.3% | +116.2% | -72.9% | +19.1% |
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