+310.6%
KTOS vs LBRT
+35.9%
+274.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | -26.8% | -2.5% | -24.4% | -26.6% |
| 3M | -20.6% | -24.9% | +4.3% | -17.2% |
| 6M | -47.5% | -29.5% | -18.0% | -44.9% |
| YTD | -38.5% | +14.7% | -53.2% | -41.6% |
| 1Y | -31.0% | +91.7% | -122.7% | -41.5% |
| 3Y | +216.5% | +24.6% | +191.9% | +181.2% |
| 5Y | +105.7% | +127.7% | -22.0% | +56.5% |
| All | +310.6% | +35.9% | +274.8% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling