+33.5%
LBRT vs STLA
-53.4%
+86.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.4% |
| 7D | +8.3% | +2.6% | +5.7% | +6.8% |
| 30D | +6.1% | -1.2% | +7.4% | +6.2% |
| 3M | -34.8% | -24.8% | -10.0% | -25.7% |
| 6M | -24.8% | -25.6% | +0.7% | -16.4% |
| YTD | +12.2% | -48.9% | +61.2% | +47.3% |
| 1Y | +94.0% | -38.8% | +132.8% | +124.9% |
| 3Y | +31.3% | -64.5% | +95.8% | +95.0% |
| 5Y | +111.8% | -62.4% | +174.3% | +185.1% |
| All | +33.5% | -53.4% | +86.9% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling