+33.5%
LBRT vs KIM
+110.1%
-76.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +8.3% | +0.4% | +7.8% | +7.9% |
| 30D | +6.1% | -4.0% | +10.1% | +8.8% |
| 3M | -34.8% | +0.5% | -35.3% | -35.6% |
| 6M | -24.8% | +3.6% | -28.4% | -27.7% |
| YTD | +12.2% | +20.4% | -8.2% | -3.0% |
| 1Y | +94.0% | +9.7% | +84.3% | +78.1% |
| 3Y | +31.3% | +46.0% | -14.7% | -2.9% |
| 5Y | +111.8% | +34.4% | +77.4% | +62.5% |
| All | +33.5% | +110.1% | -76.6% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling