-49.1%
KWEB vs LBRT
+33.5%
-82.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.8% |
| 7D | -1.0% | +8.7% | -9.8% | -1.9% |
| 30D | -8.7% | +6.6% | -15.3% | -9.4% |
| 3M | -4.0% | -34.5% | +30.5% | -0.3% |
| 6M | -13.1% | -24.5% | +11.4% | -11.6% |
| YTD | -23.5% | +12.7% | -36.2% | -25.7% |
| 1Y | -27.2% | +94.8% | -122.0% | -34.0% |
| 3Y | -2.1% | +31.9% | -34.0% | -9.6% |
| 5Y | -40.8% | +111.8% | -152.6% | -49.2% |
| All | -49.1% | +33.5% | -82.6% | -57.1% |
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