+1,730.3%
STRL vs LBRT
-19.0%
+1,749.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.6% |
| 7D | -19.8% | -15.7% | -4.2% | -15.0% |
| 30D | -43.6% | -34.3% | -9.3% | -35.8% |
| 3M | -45.2% | -40.6% | -4.6% | -35.9% |
| 6M | -65.7% | -62.0% | -3.7% | -55.3% |
| YTD | -5.4% | -31.6% | +26.2% | +3.6% |
| 1Y | -24.7% | -25.8% | +1.1% | -19.1% |
| 3Y | +335.0% | -30.4% | +365.4% | +354.0% |
| 5Y | +915.3% | +18.7% | +896.6% | +772.0% |
| All | +1,730.3% | -19.0% | +1,749.4% | +1,213.2% |
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