+460.4%
STLD vs LBRT
-26.4%
+486.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.7% | +6.1% | -4.1% |
| 7D | -12.5% | -34.8% | +22.3% | -2.8% |
| 30D | -6.8% | -43.6% | +36.8% | +7.1% |
| 3M | -16.4% | -41.2% | +24.9% | -5.2% |
| 6M | -6.1% | -66.1% | +60.0% | +20.5% |
| YTD | +32.0% | -37.9% | +69.8% | +42.4% |
| 1Y | +45.5% | -33.9% | +79.4% | +53.6% |
| 3Y | +106.5% | -40.9% | +147.4% | +111.7% |
| 5Y | +267.2% | +2.1% | +265.1% | +208.4% |
| All | +460.4% | -26.4% | +486.8% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling