-24.7%
STRL vs LBRT
-27.7%
+3.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.3% |
| 7D | -19.8% | -15.7% | -4.2% | -12.2% |
| 30D | -43.6% | -34.3% | -9.3% | -32.0% |
| 3M | -45.2% | -40.6% | -4.6% | -31.5% |
| 6M | -65.7% | -62.0% | -3.7% | -51.1% |
| YTD | -5.4% | -31.6% | +26.2% | -9.1% |
| 1Y | -24.7% | -25.8% | +1.1% | -33.4% |
| All | -24.7% | -27.7% | +3.1% | -33.4% |
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