-55.2%
KWEB vs LBRT
-16.2%
-39.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -7.5% | +13.8% | -21.3% | -8.7% |
| 30D | -7.3% | -32.4% | +25.1% | -4.2% |
| 3M | -16.8% | -39.9% | +23.1% | -13.1% |
| 6M | -21.4% | -60.8% | +39.4% | -14.7% |
| YTD | -32.7% | -29.3% | -3.4% | -32.0% |
| 1Y | -38.2% | -18.9% | -19.3% | -38.6% |
| 3Y | -4.8% | -28.0% | +23.2% | -7.0% |
| 5Y | -47.1% | +26.6% | -73.7% | -52.4% |
| All | -55.2% | -16.2% | -39.0% | -60.7% |
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