+311.1%
KTOS vs LBRT
+43.0%
+268.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.6% |
| 7D | -2.2% | +10.2% | -12.4% | -4.0% |
| 30D | -25.1% | +4.9% | -30.0% | -25.8% |
| 3M | -16.8% | -21.2% | +4.4% | -14.0% |
| 6M | -49.5% | -19.9% | -29.5% | -48.3% |
| YTD | -38.4% | +20.8% | -59.2% | -42.1% |
| 1Y | -27.6% | +123.5% | -151.1% | -40.4% |
| 3Y | +218.0% | +30.9% | +187.0% | +180.0% |
| 5Y | +100.1% | +136.3% | -36.2% | +51.2% |
| All | +311.1% | +43.0% | +268.1% | +170.8% |
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