+1,820.7%
STRL vs LBRT
-16.4%
+1,837.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.7% | +4.0% |
| 7D | +7.1% | -1.9% | +9.0% | +8.2% |
| 30D | -39.4% | -32.0% | -7.3% | -31.7% |
| 3M | -43.0% | -39.7% | -3.3% | -33.6% |
| 6M | -65.0% | -61.1% | -3.9% | -54.7% |
| YTD | -0.8% | -29.4% | +28.6% | +7.7% |
| 1Y | -20.3% | -24.5% | +4.2% | -14.9% |
| 3Y | +356.5% | -28.1% | +384.6% | +372.0% |
| 5Y | +952.8% | +23.9% | +929.0% | +793.5% |
| All | +1,820.7% | -16.4% | +1,837.0% | +1,265.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling