+22.1%
LBRT vs KIM
+46.3%
-24.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | +6.6% | -4.0% | +10.6% | +8.3% |
| 3M | -34.5% | +0.5% | -35.0% | -35.1% |
| 6M | -24.5% | +3.6% | -28.1% | -26.6% |
| YTD | +12.7% | +20.4% | -7.7% | +0.5% |
| 1Y | +94.8% | +9.7% | +85.1% | +83.0% |
| All | +22.1% | +46.3% | -24.2% | +4.7% |
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 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