+83.6%
KRE vs LBRT
+26.0%
+57.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | +1.3% | +8.7% | -7.4% | -0.1% |
| 30D | -2.7% | +6.6% | -9.3% | -3.9% |
| 3M | +8.2% | -34.5% | +42.7% | +15.3% |
| 6M | +12.8% | -24.5% | +37.3% | +15.9% |
| YTD | +17.5% | +12.7% | +4.8% | +9.8% |
| 1Y | +16.6% | +94.8% | -78.3% | -6.5% |
| All | +83.6% | +26.0% | +57.6% | +62.3% |
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