+154.5%
STT vs LBRT
+115.1%
+39.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.5% | +8.7% | -8.3% | -1.1% |
| 30D | +3.9% | +6.6% | -2.8% | +2.5% |
| 3M | +20.0% | -34.5% | +54.4% | +28.4% |
| 6M | +55.3% | -24.5% | +79.8% | +60.3% |
| YTD | +53.3% | +12.7% | +40.6% | +45.0% |
| 1Y | +74.7% | +94.8% | -20.1% | +43.9% |
| 3Y | +205.8% | +31.9% | +174.0% | +162.8% |
| All | +154.5% | +115.1% | +39.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling