-25.9%
STRL vs LBRT
-25.0%
-0.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -11.2% | -10.2% | -16.4% |
| 7D | -27.1% | -25.3% | -1.7% | -16.9% |
| 30D | -45.8% | -32.9% | -12.9% | -35.6% |
| 3M | -47.6% | -33.3% | -14.3% | -37.6% |
| 6M | -46.4% | -61.0% | +14.5% | -24.8% |
| YTD | -7.4% | -28.0% | +20.6% | -14.2% |
| 1Y | -25.9% | -21.5% | -4.4% | -37.4% |
| All | -25.9% | -25.0% | -0.8% | -37.4% |
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