+1,323.4%
STX vs LBRT
-16.2%
+1,339.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.1% | +1.7% | +8.4% |
| 7D | -14.8% | -11.9% | -2.8% | -12.6% |
| 30D | -35.4% | -31.9% | -3.4% | -30.8% |
| 3M | -37.7% | -34.9% | -2.8% | -32.9% |
| 6M | -35.2% | -60.7% | +25.4% | -24.9% |
| YTD | +84.4% | -29.2% | +113.6% | +94.2% |
| 1Y | +82.3% | -23.6% | +105.9% | +89.6% |
| 3Y | +646.2% | -26.8% | +673.1% | +658.3% |
| 5Y | +487.4% | +16.3% | +471.1% | +445.0% |
| All | +1,323.4% | -16.2% | +1,339.6% | +1,127.5% |
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