+2,975.2%
STRL vs LBRT
+33.5%
+2,941.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.3% |
| 7D | +3.4% | +8.7% | -5.3% | +1.0% |
| 30D | -9.2% | +6.6% | -15.8% | -10.8% |
| 3M | -51.0% | -34.5% | -16.6% | -45.6% |
| 6M | +15.8% | -24.5% | +40.3% | +22.1% |
| YTD | +58.9% | +12.7% | +46.1% | +49.7% |
| 1Y | +68.5% | +94.8% | -26.3% | +35.7% |
| 3Y | +485.2% | +31.9% | +453.4% | +406.2% |
| 5Y | +2,005.1% | +111.8% | +1,893.3% | +1,414.1% |
| All | +2,975.2% | +33.5% | +2,941.7% | +1,798.1% |
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 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