+68.5%
STRL vs LBRT
+101.6%
-33.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.3% |
| 7D | +3.4% | +8.7% | -5.3% | +0.8% |
| 30D | -9.2% | +6.6% | -15.8% | -10.9% |
| 3M | -51.0% | -34.5% | -16.6% | -45.5% |
| 6M | +15.8% | -24.5% | +40.3% | +20.9% |
| YTD | +58.9% | +12.7% | +46.1% | +43.4% |
| 1Y | +68.5% | +94.8% | -26.3% | +40.9% |
| All | +68.5% | +101.6% | -33.1% | +40.9% |
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