+292.6%
STLD vs LBRT
+114.2%
+178.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | +3.1% | +8.3% | -5.1% | +1.2% |
| 30D | -9.0% | +6.1% | -15.1% | -10.4% |
| 3M | -12.4% | -34.8% | +22.4% | -4.1% |
| 6M | +25.5% | -24.8% | +50.3% | +31.3% |
| YTD | +43.6% | +12.2% | +31.4% | +34.3% |
| 1Y | +87.2% | +94.0% | -6.8% | +47.7% |
| 3Y | +135.2% | +31.3% | +104.0% | +96.2% |
| All | +292.6% | +114.2% | +178.4% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling