+177.8%
STT vs LBRT
-30.4%
+208.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.0% |
| 7D | +1.1% | -15.7% | +16.8% | +3.5% |
| 30D | -1.9% | -34.3% | +32.4% | +4.1% |
| 3M | -7.6% | -40.6% | +33.0% | -0.5% |
| 6M | +16.0% | -62.0% | +78.0% | +33.2% |
| YTD | +36.2% | -31.6% | +67.8% | +38.5% |
| 1Y | +46.8% | -25.8% | +72.6% | +46.6% |
| 3Y | +177.8% | -30.4% | +208.2% | +168.2% |
| All | +177.8% | -30.4% | +208.2% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling