+123.5%
LBRT vs KIM
+9.4%
+114.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.9% |
| 7D | +10.2% | -1.0% | +11.1% | +9.9% |
| 30D | +4.9% | -1.1% | +5.9% | +4.6% |
| 3M | -21.2% | -5.3% | -15.9% | -21.8% |
| 6M | -19.9% | +3.9% | -23.9% | -18.7% |
| YTD | +20.8% | +20.3% | +0.5% | +20.1% |
| 1Y | +123.5% | +10.4% | +113.1% | +125.9% |
| All | +123.5% | +9.4% | +114.1% | +125.9% |
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