+22.1%
LBRT vs STLA
-64.3%
+86.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | +8.7% | +2.6% | +6.2% | +7.9% |
| 30D | +6.6% | -1.2% | +7.8% | +6.8% |
| 3M | -34.5% | -24.8% | -9.7% | -28.8% |
| 6M | -24.5% | -25.6% | +1.1% | -19.1% |
| YTD | +12.7% | -48.9% | +61.7% | +37.1% |
| 1Y | +94.8% | -38.8% | +133.6% | +114.1% |
| All | +22.1% | -64.3% | +86.4% | +52.1% |
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 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