+1,451.6%
STX vs LBRT
-16.4%
+1,467.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.3% | +6.7% | +9.4% |
| 7D | -1.0% | -1.9% | +0.9% | -0.3% |
| 30D | -26.8% | -32.0% | +5.3% | -21.5% |
| 3M | -32.7% | -39.7% | +7.0% | -26.6% |
| 6M | -33.7% | -61.1% | +27.3% | -23.0% |
| YTD | +101.0% | -29.4% | +130.4% | +111.8% |
| 1Y | +92.7% | -24.5% | +117.2% | +100.9% |
| 3Y | +708.7% | -28.1% | +736.8% | +724.0% |
| 5Y | +504.0% | +23.9% | +480.1% | +456.4% |
| All | +1,451.6% | -16.4% | +1,467.9% | +1,239.0% |
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