+105.8%
STT vs LBRT
+13.8%
+92.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.1% |
| 7D | +1.1% | -15.7% | +16.8% | +3.9% |
| 30D | -1.9% | -34.3% | +32.4% | +5.1% |
| 3M | -7.6% | -40.6% | +33.0% | +0.7% |
| 6M | +16.0% | -62.0% | +78.0% | +35.8% |
| YTD | +36.2% | -31.6% | +67.8% | +39.8% |
| 1Y | +46.8% | -25.8% | +72.6% | +47.7% |
| 3Y | +177.8% | -30.4% | +208.2% | +168.6% |
| 5Y | +105.8% | +18.7% | +87.2% | +66.9% |
| All | +105.8% | +13.8% | +92.0% | +66.9% |
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