+22.1%
LBRT vs KMX
-22.2%
+44.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.3% |
| 7D | +8.7% | +1.9% | +6.8% | +8.3% |
| 30D | +6.6% | +11.7% | -5.1% | +4.0% |
| 3M | -34.5% | +34.9% | -69.4% | -39.1% |
| 6M | -24.5% | +50.3% | -74.8% | -32.5% |
| YTD | +12.7% | +63.8% | -51.1% | -2.6% |
| 1Y | +94.8% | +3.8% | +91.0% | +94.0% |
| All | +22.1% | -22.2% | +44.3% | +29.4% |
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 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