+47.3%
STLD vs LBRT
-31.1%
+78.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -0.4% |
| 7D | -11.1% | -29.1% | +18.0% | -7.0% |
| 30D | -4.8% | -38.4% | +33.6% | +1.3% |
| 3M | -14.6% | -40.1% | +25.5% | -8.7% |
| 6M | -7.4% | -62.9% | +55.5% | +3.7% |
| YTD | +32.6% | -34.5% | +67.1% | +36.0% |
| 1Y | +47.3% | -30.2% | +77.5% | +50.9% |
| All | +47.3% | -31.1% | +78.4% | +50.9% |
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 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