+60.1%
STLD vs LBRT
-25.0%
+85.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.2% | +8.2% | -1.5% |
| 7D | -3.9% | -25.3% | +21.4% | -0.3% |
| 30D | -0.4% | -32.9% | +32.5% | +4.6% |
| 3M | -9.2% | -33.3% | +24.1% | -4.5% |
| 6M | +5.0% | -61.0% | +65.9% | +16.4% |
| YTD | +42.8% | -28.0% | +70.8% | +44.1% |
| 1Y | +60.1% | -21.5% | +81.6% | +60.4% |
| All | +60.1% | -25.0% | +85.1% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling