+94.8%
LBRT vs STLA
-38.0%
+132.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +8.7% | +2.6% | +6.2% | +8.6% |
| 30D | +6.6% | -1.2% | +7.8% | +6.7% |
| 3M | -34.5% | -24.8% | -9.7% | -33.7% |
| 6M | -24.5% | -25.6% | +1.1% | -23.8% |
| YTD | +12.7% | -48.9% | +61.7% | +22.0% |
| 1Y | +94.8% | -38.8% | +133.6% | +101.0% |
| All | +94.8% | -38.0% | +132.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded STLA 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling