+106.6%
STLD vs LBRT
-41.2%
+147.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.7% | +6.1% | -4.6% |
| 7D | -12.5% | -34.8% | +22.3% | -4.3% |
| 30D | -6.8% | -43.6% | +36.8% | +4.9% |
| 3M | -16.4% | -41.2% | +24.9% | -6.9% |
| 6M | -6.1% | -66.1% | +60.0% | +16.6% |
| YTD | +32.0% | -37.9% | +69.8% | +39.2% |
| 1Y | +45.5% | -33.9% | +79.4% | +50.3% |
| All | +106.6% | -41.2% | +147.8% | +107.6% |
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