+134.8%
STM vs LBRT
+33.5%
+101.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.7% |
| 7D | +5.8% | +8.3% | -2.5% | +4.1% |
| 30D | -1.0% | +6.1% | -7.1% | -2.3% |
| 3M | -33.3% | -34.8% | +1.5% | -27.2% |
| 6M | +57.4% | -24.8% | +82.2% | +66.6% |
| YTD | +102.2% | +12.2% | +90.0% | +96.9% |
| 1Y | +99.6% | +94.0% | +5.6% | +72.0% |
| 3Y | +14.5% | +31.3% | -16.8% | +2.8% |
| 5Y | +21.4% | +111.8% | -90.5% | -5.0% |
| All | +134.8% | +33.5% | +101.3% | +62.8% |
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