+101.3%
STM vs LBRT
-19.0%
+120.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.1% |
| 7D | -7.9% | -15.7% | +7.8% | -4.4% |
| 30D | -14.1% | -34.3% | +20.1% | -6.3% |
| 3M | -17.6% | -40.6% | +23.0% | -8.2% |
| 6M | -24.2% | -62.0% | +37.8% | -7.7% |
| YTD | +73.3% | -31.6% | +104.9% | +87.0% |
| 1Y | +90.1% | -25.8% | +115.9% | +101.4% |
| 3Y | +10.3% | -30.4% | +40.7% | +13.1% |
| 5Y | -5.7% | +18.7% | -24.4% | -16.2% |
| All | +101.3% | -19.0% | +120.3% | +54.7% |
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