-29.5%
LBRT vs KIM
+65.0%
-94.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +13.8% | -0.7% | +14.5% | +14.1% |
| 30D | -32.4% | +13.4% | -45.8% | -36.1% |
| 3M | -39.9% | +6.5% | -46.4% | -41.6% |
| 6M | -60.8% | +10.6% | -71.4% | -62.9% |
| YTD | -29.3% | +29.9% | -59.2% | -39.6% |
| 1Y | -18.9% | +29.6% | -48.4% | -30.7% |
| All | -29.5% | +65.0% | -94.5% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling