-29.7%
LBRT vs STLA
-75.4%
+45.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +4.3% |
| 7D | -1.9% | -11.6% | +9.7% | +1.7% |
| 30D | -32.0% | -6.2% | -25.9% | -31.1% |
| 3M | -39.7% | -24.6% | -15.1% | -35.2% |
| 6M | -61.1% | -44.9% | -16.2% | -54.2% |
| YTD | -29.4% | -62.3% | +32.9% | -6.6% |
| 1Y | -24.5% | -61.8% | +37.3% | -1.2% |
| All | -29.7% | -75.4% | +45.7% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling