-21.5%
LBRT vs KIM
+33.1%
-54.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.6% | -14.8% | -9.1% |
| 7D | -25.3% | +10.6% | -35.9% | -21.1% |
| 30D | -32.9% | +17.5% | -50.4% | -27.4% |
| 3M | -33.3% | +4.7% | -38.0% | -30.5% |
| 6M | -61.0% | +13.1% | -74.1% | -57.7% |
| YTD | -28.0% | +32.1% | -60.1% | -21.5% |
| 1Y | -21.5% | +32.7% | -54.2% | -14.1% |
| All | -21.5% | +33.1% | -54.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling