+113.3%
STT vs LBRT
-15.3%
+128.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +4.8% | +9.2% | -4.4% | +2.8% |
| 30D | +3.9% | -27.5% | +31.5% | +10.3% |
| 3M | -8.2% | -37.9% | +29.7% | +0.3% |
| 6M | +15.6% | -60.7% | +76.3% | +37.3% |
| YTD | +37.6% | -28.5% | +66.1% | +41.4% |
| 1Y | +50.1% | -13.2% | +63.3% | +47.4% |
| 3Y | +183.1% | -28.8% | +211.8% | +174.7% |
| 5Y | +104.8% | +28.0% | +76.9% | +64.9% |
| All | +113.3% | -15.3% | +128.6% | +49.4% |
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 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