+97.8%
KO vs LBRT
+13.8%
+84.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | +2.2% | -15.7% | +17.9% | +2.3% |
| 30D | +10.1% | -34.3% | +44.3% | +10.3% |
| 3M | +12.2% | -40.6% | +52.9% | +12.5% |
| 6M | +25.1% | -62.0% | +87.1% | +26.3% |
| YTD | +41.3% | -31.6% | +72.9% | +40.6% |
| 1Y | +41.1% | -25.8% | +66.9% | +40.0% |
| 3Y | +86.3% | -30.4% | +116.6% | +82.7% |
| 5Y | +97.8% | +18.7% | +79.1% | +86.1% |
| All | +97.8% | +13.8% | +84.0% | +86.1% |
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