-55.2%
KWEB vs LBRT
-15.3%
-39.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -7.8% | +9.2% | -17.0% | -8.7% |
| 30D | -6.4% | -27.5% | +21.1% | -3.9% |
| 3M | -14.6% | -37.9% | +23.3% | -11.1% |
| 6M | -25.0% | -60.7% | +35.7% | -18.6% |
| YTD | -32.7% | -28.5% | -4.2% | -32.0% |
| 1Y | -37.3% | -13.2% | -24.1% | -38.2% |
| 3Y | -5.9% | -28.8% | +22.9% | -7.9% |
| 5Y | -47.1% | +28.0% | -75.1% | -52.4% |
| All | -55.2% | -15.3% | -39.8% | -60.8% |
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