+81.7%
KO vs LBRT
+138.4%
-56.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -0.9% |
| 7D | -0.8% | +10.2% | -11.0% | -0.9% |
| 30D | +0.8% | +4.9% | -4.1% | +0.7% |
| 3M | +8.3% | -21.2% | +29.6% | +8.6% |
| 6M | +14.0% | -19.9% | +34.0% | +14.2% |
| YTD | +26.9% | +20.8% | +6.1% | +26.0% |
| 1Y | +32.7% | +123.5% | -90.9% | +29.4% |
| 3Y | +63.9% | +30.9% | +33.0% | +60.0% |
| 5Y | +81.7% | +136.3% | -54.6% | +64.5% |
| All | +81.7% | +138.4% | -56.7% | +64.5% |
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