+11.4%
KRE vs LBRT
+28.1%
-16.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.7% | +9.2% | -8.4% | -0.9% |
| 30D | +6.1% | -27.5% | +33.7% | +11.6% |
| 3M | -5.9% | -37.9% | +32.0% | +1.5% |
| 6M | +9.6% | -60.7% | +70.3% | +28.2% |
| YTD | +14.2% | -28.5% | +42.7% | +14.8% |
| 1Y | +22.5% | -13.2% | +35.7% | +17.3% |
| 3Y | +90.4% | -28.8% | +119.1% | +80.5% |
| All | +11.4% | +28.1% | -16.6% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling