-15.7%
STM vs LBRT
+6.0%
-21.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.4% | -0.9% | +3.1% |
| 7D | -10.7% | -29.1% | +18.4% | -3.0% |
| 30D | -25.7% | -38.4% | +12.6% | -16.5% |
| 3M | -21.6% | -40.1% | +18.5% | -11.4% |
| 6M | -27.8% | -62.9% | +35.1% | -9.2% |
| YTD | +61.8% | -34.5% | +96.3% | +80.1% |
| 1Y | +78.1% | -30.2% | +108.3% | +95.3% |
| 3Y | +4.9% | -37.5% | +42.4% | +10.7% |
| All | -15.7% | +6.0% | -21.7% | -19.1% |
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