-22.5%
LBRT vs STLA
-62.9%
+40.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -29.1% | -4.5% | -24.6% | -27.7% |
| 30D | -38.4% | -3.9% | -34.5% | -37.7% |
| 3M | -40.1% | -20.2% | -19.9% | -34.4% |
| 6M | -62.9% | -42.2% | -20.7% | -52.9% |
| YTD | -34.5% | -59.3% | +24.8% | -5.4% |
| 1Y | -30.2% | -56.1% | +25.8% | -4.4% |
| 3Y | -37.5% | -73.7% | +36.2% | +7.6% |
| 5Y | +7.6% | -70.3% | +77.9% | +60.2% |
| All | -22.5% | -62.9% | +40.4% | -18.8% |
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