+46.3%
KRE vs LBRT
-22.5%
+68.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.5% | -1.4% |
| 7D | +0.3% | -29.1% | +29.4% | +7.7% |
| 30D | +4.8% | -38.4% | +43.2% | +15.8% |
| 3M | -5.1% | -40.1% | +35.0% | +5.0% |
| 6M | +3.3% | -62.9% | +66.2% | +25.9% |
| YTD | +13.3% | -34.5% | +47.9% | +18.0% |
| 1Y | +22.9% | -30.2% | +53.1% | +25.3% |
| 3Y | +82.1% | -37.5% | +119.6% | +80.0% |
| 5Y | +11.0% | +7.6% | +3.4% | -10.1% |
| All | +46.3% | -22.5% | +68.8% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling