+87.2%
STLD vs LBRT
+101.6%
-14.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +3.1% | +8.7% | -5.6% | +2.1% |
| 30D | -9.0% | +6.6% | -15.6% | -9.6% |
| 3M | -12.4% | -34.5% | +22.1% | -8.5% |
| 6M | +25.5% | -24.5% | +50.0% | +28.1% |
| YTD | +43.6% | +12.7% | +30.9% | +38.8% |
| 1Y | +87.2% | +94.8% | -7.7% | +70.3% |
| All | +87.2% | +101.6% | -14.4% | +70.3% |
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