+139.1%
STLD vs LBRT
+25.4%
+113.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +3.1% | +8.3% | -5.1% | +1.4% |
| 30D | -9.0% | +6.1% | -15.1% | -10.2% |
| 3M | -12.4% | -34.8% | +22.4% | -4.9% |
| 6M | +25.5% | -24.8% | +50.3% | +30.6% |
| YTD | +43.6% | +12.2% | +31.4% | +34.5% |
| 1Y | +87.2% | +94.0% | -6.8% | +49.0% |
| All | +139.1% | +25.4% | +113.7% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling