+1,444.5%
STRL vs LBRT
-26.4%
+1,470.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -13.7% | -0.2% | -9.9% |
| 7D | -34.6% | -34.8% | +0.2% | -25.6% |
| 30D | -56.7% | -43.6% | -13.1% | -48.6% |
| 3M | -54.4% | -41.2% | -13.2% | -46.6% |
| 6M | -69.7% | -66.1% | -3.6% | -59.2% |
| YTD | -20.2% | -37.9% | +17.7% | -10.3% |
| 1Y | -40.6% | -33.9% | -6.7% | -34.2% |
| 3Y | +221.7% | -40.9% | +262.5% | +251.3% |
| 5Y | +799.0% | +2.1% | +796.9% | +703.6% |
| All | +1,444.5% | -26.4% | +1,470.9% | +1,037.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling