+109.8%
LBRT vs STLA
-62.4%
+172.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | +8.7% | +2.6% | +6.2% | +7.8% |
| 30D | +6.6% | -1.2% | +7.8% | +6.7% |
| 3M | -34.5% | -24.8% | -9.7% | -28.4% |
| 6M | -24.5% | -25.6% | +1.1% | -18.7% |
| YTD | +12.7% | -48.9% | +61.7% | +37.4% |
| 1Y | +94.8% | -38.8% | +133.6% | +116.5% |
| 3Y | +31.9% | -64.5% | +96.4% | +71.6% |
| All | +109.8% | -62.4% | +172.2% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling