+43.0%
LBRT vs KMX
-14.4%
+57.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.2% |
| 7D | +10.2% | -1.9% | +12.0% | +10.8% |
| 30D | +4.9% | +2.6% | +2.3% | +3.5% |
| 3M | -21.2% | +25.6% | -46.8% | -28.6% |
| 6M | -19.9% | +41.9% | -61.8% | -32.1% |
| YTD | +20.8% | +56.0% | -35.3% | -2.4% |
| 1Y | +123.5% | -1.8% | +125.3% | +111.2% |
| 3Y | +30.9% | -25.7% | +56.7% | +35.5% |
| 5Y | +136.3% | -54.7% | +191.0% | +186.5% |
| All | +43.0% | -14.4% | +57.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling