+142.3%
KR vs LBRT
+43.0%
+99.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.4% |
| 7D | -3.1% | +10.2% | -13.2% | -3.2% |
| 30D | +0.6% | +4.9% | -4.2% | +0.5% |
| 3M | -9.8% | -21.2% | +11.4% | -9.5% |
| 6M | -22.1% | -19.9% | -2.2% | -22.0% |
| YTD | -8.1% | +20.8% | -28.9% | -8.6% |
| 1Y | -14.7% | +123.5% | -138.2% | -16.3% |
| 3Y | +28.6% | +30.9% | -2.4% | +26.9% |
| 5Y | +36.4% | +136.3% | -99.9% | +32.5% |
| All | +142.3% | +43.0% | +99.3% | +142.5% |
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 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