+148.7%
KO vs LBRT
+33.5%
+115.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.8% | +8.7% | -10.5% | -2.2% |
| 30D | +1.4% | +6.6% | -5.2% | +1.0% |
| 3M | +15.4% | -34.5% | +49.9% | +17.6% |
| 6M | +14.3% | -24.5% | +38.8% | +15.3% |
| YTD | +27.7% | +12.7% | +14.9% | +25.6% |
| 1Y | +32.7% | +94.8% | -62.1% | +25.6% |
| 3Y | +62.2% | +31.9% | +30.3% | +54.3% |
| 5Y | +80.0% | +111.8% | -31.8% | +61.2% |
| All | +148.7% | +33.5% | +115.3% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling