-23.2%
LBRT vs STLA
-57.6%
+34.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +8.1% |
| 7D | -11.9% | -6.4% | -5.6% | -12.1% |
| 30D | -31.9% | -1.3% | -30.6% | -32.0% |
| 3M | -34.9% | -19.9% | -14.9% | -35.8% |
| 6M | -60.7% | -42.9% | -17.8% | -62.4% |
| YTD | -29.2% | -59.4% | +30.2% | -30.4% |
| All | -23.2% | -57.6% | +34.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling