-19.0%
LBRT vs KIM
+128.6%
-147.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -15.7% | +2.8% | -18.4% | -17.3% |
| 30D | -34.3% | +15.9% | -50.1% | -40.9% |
| 3M | -40.6% | +7.8% | -48.4% | -44.1% |
| 6M | -62.0% | +11.9% | -73.9% | -65.4% |
| YTD | -31.6% | +31.0% | -62.7% | -44.7% |
| 1Y | -25.8% | +32.3% | -58.1% | -40.4% |
| 3Y | -30.4% | +65.5% | -95.8% | -52.8% |
| 5Y | +18.7% | +37.2% | -18.6% | -10.6% |
| All | -19.0% | +128.6% | -147.6% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling