+1,433.1%
STX vs LBRT
-16.2%
+1,449.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +16.8% | +13.8% | +3.0% | +14.3% |
| 30D | -27.0% | -32.4% | +5.3% | -21.8% |
| 3M | -37.9% | -39.9% | +2.0% | -32.2% |
| 6M | -32.5% | -60.8% | +28.3% | -21.7% |
| YTD | +98.6% | -29.3% | +127.9% | +109.2% |
| 1Y | +93.6% | -18.9% | +112.5% | +99.7% |
| 3Y | +699.1% | -28.0% | +727.0% | +714.0% |
| 5Y | +481.0% | +26.6% | +454.4% | +433.7% |
| All | +1,433.1% | -16.2% | +1,449.3% | +1,222.7% |
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