+90.4%
KRE vs LBRT
-27.1%
+117.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.7% | +9.2% | -8.4% | -0.6% |
| 30D | +6.1% | -27.5% | +33.7% | +10.6% |
| 3M | -5.9% | -37.9% | +32.0% | +0.2% |
| 6M | +9.6% | -60.7% | +70.3% | +25.5% |
| YTD | +14.2% | -28.5% | +42.7% | +13.2% |
| 1Y | +22.5% | -13.2% | +35.7% | +15.8% |
| 3Y | +90.4% | -28.8% | +119.1% | +80.7% |
| All | +90.4% | -27.1% | +117.4% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling