+509.8%
STLD vs LBRT
+33.5%
+476.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +3.1% | +8.7% | -5.6% | +0.9% |
| 30D | -9.0% | +6.6% | -15.6% | -10.6% |
| 3M | -12.4% | -34.5% | +22.1% | -3.8% |
| 6M | +25.5% | -24.5% | +50.0% | +31.5% |
| YTD | +43.6% | +12.7% | +30.9% | +34.3% |
| 1Y | +87.2% | +94.8% | -7.7% | +47.9% |
| 3Y | +135.2% | +31.9% | +103.4% | +96.8% |
| 5Y | +290.9% | +111.8% | +179.0% | +172.7% |
| All | +509.8% | +33.5% | +476.4% | +257.1% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling