+1,196.4%
STX vs LBRT
-22.5%
+1,218.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -2.1% |
| 7D | -28.5% | -29.1% | +0.7% | -24.0% |
| 30D | -42.9% | -38.4% | -4.5% | -37.9% |
| 3M | -45.9% | -40.1% | -5.9% | -41.0% |
| 6M | -41.3% | -62.9% | +21.6% | -31.3% |
| YTD | +67.9% | -34.5% | +102.5% | +79.2% |
| 1Y | +66.5% | -30.2% | +96.7% | +75.8% |
| 3Y | +588.0% | -37.5% | +625.4% | +615.5% |
| 5Y | +449.1% | +7.6% | +441.5% | +416.1% |
| All | +1,196.4% | -22.5% | +1,218.9% | +1,032.8% |
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