-17.9%
STM vs LBRT
+1.0%
-18.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -13.7% | +1.3% | -8.9% |
| 7D | -20.1% | -34.8% | +14.7% | -11.3% |
| 30D | -32.0% | -43.6% | +11.6% | -21.8% |
| 3M | -24.2% | -41.2% | +17.1% | -13.8% |
| 6M | -29.9% | -66.1% | +36.1% | -10.1% |
| YTD | +54.9% | -37.9% | +92.8% | +74.7% |
| 1Y | +68.0% | -33.9% | +101.9% | +86.7% |
| 3Y | -0.1% | -40.9% | +40.7% | +6.8% |
| 5Y | -17.9% | +2.1% | -20.0% | -21.2% |
| All | -17.9% | +1.0% | -18.9% | -21.2% |
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