+51.7%
KRE vs LBRT
+33.5%
+18.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.3% | +8.3% | -6.9% | -0.6% |
| 30D | -2.7% | +6.1% | -8.8% | -4.3% |
| 3M | +8.2% | -34.8% | +42.9% | +17.6% |
| 6M | +12.8% | -24.8% | +37.6% | +17.2% |
| YTD | +17.5% | +12.2% | +5.3% | +9.6% |
| 1Y | +16.6% | +94.0% | -77.4% | -7.6% |
| 3Y | +79.5% | +31.3% | +48.2% | +50.1% |
| 5Y | +32.4% | +111.8% | -79.4% | -8.1% |
| All | +51.7% | +33.5% | +18.2% | -13.9% |
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 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