-51.9%
KWEB vs LBRT
+35.9%
-87.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -5.6% | +1.8% | -7.4% | -5.8% |
| 30D | -10.7% | -2.5% | -8.2% | -10.6% |
| 3M | -7.4% | -24.9% | +17.5% | -5.3% |
| 6M | -19.3% | -29.5% | +10.1% | -17.2% |
| YTD | -27.8% | +14.7% | -42.5% | -30.0% |
| 1Y | -35.9% | +91.7% | -127.7% | -41.8% |
| 3Y | -1.9% | +24.6% | -26.5% | -8.9% |
| 5Y | -43.2% | +127.7% | -170.9% | -51.6% |
| All | -51.9% | +35.9% | -87.8% | -59.6% |
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