-16.2%
LBRT vs STLA
-63.0%
+46.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +8.2% |
| 7D | -11.9% | -6.4% | -5.6% | -9.2% |
| 30D | -31.9% | -1.3% | -30.6% | -32.1% |
| 3M | -34.9% | -19.9% | -14.9% | -28.9% |
| 6M | -60.7% | -42.9% | -17.8% | -49.8% |
| YTD | -29.2% | -59.4% | +30.2% | +2.4% |
| 1Y | -23.6% | -56.8% | +33.2% | +5.8% |
| 3Y | -26.8% | -73.1% | +46.2% | +24.0% |
| 5Y | +16.3% | -70.1% | +86.4% | +72.2% |
| All | -16.2% | -63.0% | +46.8% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling