+503.6%
STLD vs LBRT
-16.4%
+519.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.2% |
| 30D | -0.1% | -32.0% | +32.0% | +9.3% |
| 3M | -9.2% | -39.7% | +30.5% | +2.2% |
| 6M | +1.8% | -61.1% | +62.8% | +26.0% |
| YTD | +42.1% | -29.4% | +71.5% | +48.1% |
| 1Y | +58.5% | -24.5% | +83.0% | +61.5% |
| 3Y | +128.2% | -28.1% | +156.3% | +122.1% |
| 5Y | +288.2% | +23.9% | +264.4% | +209.7% |
| All | +503.6% | -16.4% | +519.9% | +293.9% |
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