-16.2%
LBRT vs KMX
-25.3%
+9.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.0% |
| 7D | +13.8% | 0.0% | +13.9% | +13.8% |
| 30D | -32.4% | +3.5% | -35.9% | -33.6% |
| 3M | -39.9% | -10.4% | -29.5% | -38.4% |
| 6M | -60.8% | +37.6% | -98.4% | -66.3% |
| YTD | -29.3% | +36.1% | -65.3% | -40.6% |
| 1Y | -18.9% | +52.8% | -71.6% | -35.2% |
| 3Y | -28.0% | -17.0% | -11.0% | -29.8% |
| 5Y | +26.6% | -64.7% | +91.2% | +72.7% |
| All | -16.2% | -25.3% | +9.1% | -31.6% |
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