+108.3%
STM vs LBRT
-16.4%
+124.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.8% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | -8.4% | -32.0% | +23.7% | -0.7% |
| 3M | -15.8% | -39.7% | +23.9% | -6.6% |
| 6M | -22.8% | -61.1% | +38.2% | -6.5% |
| YTD | +79.4% | -29.4% | +108.7% | +92.2% |
| 1Y | +97.0% | -24.5% | +121.4% | +107.9% |
| 3Y | +14.2% | -28.1% | +42.3% | +16.2% |
| 5Y | -4.5% | +23.9% | -28.3% | -15.8% |
| All | +108.3% | -16.4% | +124.7% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling