+177.2%
KO vs LBRT
-16.4%
+193.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.5% |
| 7D | +1.8% | -1.9% | +3.7% | +1.9% |
| 30D | +8.7% | -32.0% | +40.7% | +10.4% |
| 3M | +13.5% | -39.7% | +53.2% | +15.9% |
| 6M | +25.6% | -61.1% | +86.7% | +30.8% |
| YTD | +42.3% | -29.4% | +71.7% | +42.8% |
| 1Y | +39.9% | -24.5% | +64.3% | +39.6% |
| 3Y | +87.5% | -28.1% | +115.6% | +84.0% |
| 5Y | +99.1% | +23.9% | +75.2% | +83.6% |
| All | +177.2% | -16.4% | +193.6% | +123.0% |
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