+462.9%
STLD vs LBRT
-22.5%
+485.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -0.9% |
| 7D | -11.1% | -29.1% | +18.0% | -3.5% |
| 30D | -4.8% | -38.4% | +33.6% | +6.9% |
| 3M | -14.6% | -40.1% | +25.5% | -3.6% |
| 6M | -7.4% | -62.9% | +55.5% | +16.2% |
| YTD | +32.6% | -34.5% | +67.1% | +41.0% |
| 1Y | +47.3% | -30.2% | +77.5% | +53.3% |
| 3Y | +107.5% | -37.5% | +145.0% | +109.7% |
| 5Y | +268.8% | +7.6% | +261.2% | +205.5% |
| All | +462.9% | -22.5% | +485.4% | +275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling