+47.8%
KRE vs LBRT
-16.4%
+64.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.9% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +4.9% | -32.0% | +36.9% | +13.2% |
| 3M | -4.5% | -39.7% | +35.2% | +5.5% |
| 6M | +7.7% | -61.1% | +68.7% | +29.8% |
| YTD | +14.5% | -29.4% | +43.9% | +17.0% |
| 1Y | +21.5% | -24.5% | +46.0% | +21.6% |
| 3Y | +91.2% | -28.1% | +119.3% | +82.7% |
| 5Y | +11.8% | +23.9% | -12.1% | -12.6% |
| All | +47.8% | -16.4% | +64.2% | -7.9% |
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