+68.5%
STRL vs LBRT
+100.7%
-32.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.4% |
| 7D | +3.4% | +8.3% | -4.9% | +0.9% |
| 30D | -9.2% | +6.1% | -15.4% | -10.8% |
| 3M | -51.0% | -34.8% | -16.3% | -45.4% |
| 6M | +15.8% | -24.8% | +40.6% | +21.1% |
| YTD | +58.9% | +12.2% | +46.6% | +43.6% |
| 1Y | +68.5% | +94.0% | -25.5% | +41.1% |
| All | +68.5% | +100.7% | -32.2% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling