-37.5%
LBRT vs STLA
-74.0%
+36.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -29.1% | -4.5% | -24.6% | -28.3% |
| 30D | -38.4% | -3.9% | -34.5% | -37.9% |
| 3M | -40.1% | -20.2% | -19.9% | -36.5% |
| 6M | -62.9% | -42.2% | -20.7% | -56.8% |
| YTD | -34.5% | -59.3% | +24.8% | -15.0% |
| 1Y | -30.2% | -56.1% | +25.8% | -13.5% |
| 3Y | -37.5% | -73.7% | +36.2% | -20.3% |
| All | -37.5% | -74.0% | +36.6% | -20.3% |
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