+128.3%
LBRT vs KMX
-52.4%
+180.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +4.8% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +7.8% | +4.1% | +3.7% | +6.7% |
| 3M | -25.3% | +27.5% | -52.8% | -29.6% |
| 6M | -19.6% | +43.6% | -63.1% | -27.0% |
| YTD | +17.2% | +56.8% | -39.6% | +3.3% |
| 1Y | +114.1% | -1.3% | +115.4% | +109.9% |
| 3Y | +27.0% | -25.4% | +52.4% | +32.8% |
| 5Y | +128.3% | -53.9% | +182.2% | +154.5% |
| All | +128.3% | -52.4% | +180.7% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling