-37.5%
LBRT vs KMX
-22.6%
-14.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +5.8% |
| 7D | -29.1% | -7.4% | -21.8% | -28.2% |
| 30D | -38.4% | -3.4% | -35.0% | -38.2% |
| 3M | -40.1% | -11.3% | -28.7% | -39.0% |
| 6M | -62.9% | +30.6% | -93.5% | -66.0% |
| YTD | -34.5% | +33.2% | -67.8% | -41.7% |
| 1Y | -30.2% | +66.7% | -96.9% | -42.6% |
| 3Y | -37.5% | -22.1% | -15.4% | -33.5% |
| All | -37.5% | -22.6% | -14.9% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling