-22.5%
LBRT vs KIM
+127.1%
-149.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.7% |
| 7D | -29.1% | +4.1% | -33.2% | -31.3% |
| 30D | -38.4% | +16.8% | -55.2% | -45.0% |
| 3M | -40.1% | +5.7% | -45.8% | -42.9% |
| 6M | -62.9% | +9.7% | -72.6% | -65.8% |
| YTD | -34.5% | +30.2% | -64.7% | -46.8% |
| 1Y | -30.2% | +32.1% | -62.3% | -43.9% |
| 3Y | -37.5% | +58.6% | -96.1% | -56.3% |
| 5Y | +7.6% | +31.2% | -23.6% | -16.5% |
| All | -22.5% | +127.1% | -149.6% | -62.3% |
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