-52.2%
KWEB vs LBRT
+34.6%
-86.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.8% |
| 7D | -4.3% | +2.3% | -6.6% | -4.6% |
| 30D | -13.0% | -2.9% | -10.1% | -12.8% |
| 3M | -7.6% | -26.1% | +18.6% | -5.3% |
| 6M | -21.1% | -26.2% | +5.0% | -19.5% |
| YTD | -28.2% | +13.7% | -41.9% | -30.4% |
| 1Y | -34.9% | +93.6% | -128.4% | -40.9% |
| 3Y | -0.8% | +23.2% | -24.0% | -7.7% |
| 5Y | -43.6% | +125.5% | -169.1% | -51.9% |
| All | -52.2% | +34.6% | -86.8% | -59.8% |
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 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